A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163)
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scientific article; zbMATH DE number 7106563
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| English | A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function |
scientific article; zbMATH DE number 7106563 |
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A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (English)
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18 September 2019
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moment generating function
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goodness-of-fit test
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multivariate normality
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Gaussian GARCH model
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0.92220276594162
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0.8318216800689697
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0.8258078694343567
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0.8247042298316956
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