A note on the Jarque-Bera normality test for GARCH innovations (Q2510920): Difference between revisions

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+Statistical Applications of the Multivariate Skew Normal Distribution
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+The efficiency of the estimators of the parameters in GARCH processes.
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+GARCH processes: structure and estimation
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+On some global measures of the deviations of density function estimates
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+Stationarity of GARCH processes and of some nonnegative time series
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+Multivariate skew<i>t</i>-distribution
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+High moment partial sum processes of residuals in GARCH models and their applications
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+Q3552956
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+On residual empirical processes of stochastic regression models with applications to time series
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+Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
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