A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function |
scientific article |
Statements
A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (English)
0 references
18 September 2019
0 references
moment generating function
0 references
goodness-of-fit test
0 references
multivariate normality
0 references
Gaussian GARCH model
0 references
