Pages that link to "Item:Q2348448"

The following pages link to Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448):

Displaying 2 items.

• Implementation of a goodness-of-fit test through Khmaladze martingale transformation (Q133700) (← links)
• A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)