Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687): Difference between revisions
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Revision as of 20:44, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portmanteau test for the asymmetric power GARCH model when the power is unknown |
scientific article |
Statements
Portmanteau test for the asymmetric power GARCH model when the power is unknown (English)
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5 July 2022
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asymmetric power GARCH models
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goodness-of-fit test
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portmanteau test
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residuals autocovariances
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threshold models
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validation
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