Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448)
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scientific article; zbMATH DE number 6445447
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| English | Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models |
scientific article; zbMATH DE number 6445447 |
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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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0.8240798115730286
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0.823969304561615
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0.8130669593811035
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0.8128856420516968
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0.8108869194984436
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