A goodness-of-fit test for GARCH innovation density (Q434239)

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A goodness-of-fit test for GARCH innovation density
scientific article

    Statements

    title
    A goodness-of-fit test for GARCH innovation density (English)
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    author
    Nao Mimoto
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    Hira L. Koul
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    published in
    Metrika
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    publication date
    10 July 2012
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    Identifiers

    Mathematics Subject Classification ID
    62G10
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    62M10
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    62G07
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    62G20
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    65C60
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    zbMATH DE Number
    6053965
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