Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models |
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Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (English)
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12 June 2015
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Khmaladze martingale transform test
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singular incomplete information matrix
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