Bootstrap entropy test for general location-scale time series models with heteroscedasticity (Q4960705)
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scientific article; zbMATH DE number 7192675
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| English | Bootstrap entropy test for general location-scale time series models with heteroscedasticity |
scientific article; zbMATH DE number 7192675 |
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Bootstrap entropy test for general location-scale time series models with heteroscedasticity (English)
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23 April 2020
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location-scale models with heteroscedasticity
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GARCH-type models
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goodness-of-fit test
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entropy test
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residual empirical process
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bootstrap method
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0.8821064
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0.87842774
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0.8736951
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0.87300104
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0.8675122
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0.86663556
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0.86457705
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0.8642639
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