Serial independence tests for innovations of conditional mean and variance models (Q1708359)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Serial independence tests for innovations of conditional mean and variance models |
scientific article; zbMATH DE number 6852280
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Serial independence tests for innovations of conditional mean and variance models |
scientific article; zbMATH DE number 6852280 |
Statements
Serial independence tests for innovations of conditional mean and variance models (English)
0 references
23 March 2018
0 references
independence tests
0 references
serial independence
0 references
randomness
0 references
GARCH models
0 references
residuals
0 references
squared residuals
0 references
empirical processes
0 references
empirical copula
0 references
multipliers
0 references
bootstrap
0 references
0 references
0 references
0 references
0 references
0 references
