Pages that link to "Item:Q291099"
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The following pages link to Testing multivariate distributions in GARCH models (Q291099):
Displaying 10 items.
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Normality test for multivariate conditional heteroskedastic dynamic regression models (Q533940) (← links)
- Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
- A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
- A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
- On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
- A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← 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)
