Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:48, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models |
scientific article |
Statements
Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (English)
0 references
12 June 2015
0 references
Khmaladze martingale transform test
0 references
singular incomplete information matrix
0 references
