TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062)

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TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS
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    title
    TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (English)
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    author
    Lajos Horváth
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    Ričardas Zitikis
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    publication date
    7 November 2006
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    Mathematics Subject Classification ID
    62M10
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    62G20
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    62G07
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    62G10
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    zbMATH DE Number
    5071099
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