Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448): Difference between revisions

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Latest revision as of 05:56, 10 July 2024

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Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models
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    Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (English)
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    12 June 2015
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    Khmaladze martingale transform test
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    singular incomplete information matrix
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