A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597)
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scientific article; zbMATH DE number 6214365
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| English | A note on non-parametric testing for Gaussian innovations in AR-ARCH models |
scientific article; zbMATH DE number 6214365 |
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A note on non-parametric testing for Gaussian innovations in AR-ARCH models (English)
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9 October 2013
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autoregression
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conditional heteroscedasticity
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empirical distribution function
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kernel estimation
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nonparametric conditional heteroscedastic autoregressive nonlinear model
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0.8553323149681091
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0.8552147150039673
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0.799157977104187
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0.793891429901123
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0.7934358716011047
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