Pages that link to "Item:Q5384565"
From MaRDI portal
The following pages link to A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models (Q5384565):
Displaying 3 items.
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← 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)
