Pages that link to "Item:Q1927139"

The following pages link to Specification tests for the error distribution in GARCH models (Q1927139):

Displaying 27 items.

• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
• Estimating the upcrossings index (Q384754) (← links)
• Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting (Q830603) (← links)
• Nonparametric probability weighted empirical characteristic function and applications (Q893448) (← links)
• The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test (Q1300636) (← links)
• Comparison of specification tests for GARCH models (Q1623530) (← links)
• Estimating the extremal index through local dependence (Q1650108) (← links)
• A Monte Carlo evaluation of the performance of two new tests for symmetry (Q1695416) (← links)
• Maximum entropy test for GARCH models (Q1731233) (← links)
• A weighted goodness-of-fit test for GARCH(1,1) specification (Q1881754) (← links)
• Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
• Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
• On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
• A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
• Artificial regression testing in the GARCH‐in‐mean model (Q3367406) (← links)
• TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
• Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085) (← links)
• FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429) (← links)
• Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912) (← links)
• A robust statistical approach to select adequate error distributions for financial returns (Q5138523) (← links)
• Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
• CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
• Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965559) (← links)
• Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)
• Testing normality of a large number of populations (Q6494448) (← links)
• Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models (Q6586892) (← links)