Testing the equality of error distributions from \(k\) independent GARCH models (Q1012539)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the equality of error distributions from \(k\) independent GARCH models |
scientific article |
Statements
Testing the equality of error distributions from \(k\) independent GARCH models (English)
0 references
21 April 2009
0 references
residuals
0 references
empirical process
0 references
linear test statistics
0 references
asymptotic normality
0 references
bootstrap
0 references
Wilcoxon test
0 references
van der Waerden test
0 references
empirical size
0 references
power
0 references
0 references
0 references
