Testing the equality of error distributions from \(k\) independent GARCH models (Q1012539): Difference between revisions
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Revision as of 19:34, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the equality of error distributions from \(k\) independent GARCH models |
scientific article |
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Testing the equality of error distributions from \(k\) independent GARCH models (English)
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21 April 2009
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residuals
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empirical process
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linear test statistics
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asymptotic normality
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bootstrap
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Wilcoxon test
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van der Waerden test
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empirical size
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power
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