Testing multivariate distributions in GARCH models (Q291099): Difference between revisions

@@ Property / author @@
+Jushan Bai
@@ Property / author: Jushan Bai / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H15
@@ Property / Mathematics Subject Classification ID: 62H15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6589659
@@ Property / zbMATH DE Number: 6589659 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+K-transformation
@@ Property / zbMATH Keywords: K-transformation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Brownian motion
@@ Property / zbMATH Keywords: Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+distribution-free tests
@@ Property / zbMATH Keywords: distribution-free tests / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multivariate normality
@@ Property / zbMATH Keywords: multivariate normality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multivariate \(t\)
@@ Property / zbMATH Keywords: multivariate \(t\) / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+GARCH
@@ Property / zbMATH Keywords: GARCH / rank @@
+Normal rank

Testing multivariate distributions in GARCH models (Q291099): Difference between revisions

Revision as of 19:48, 27 June 2023

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Mathematics(0 entries)