Misspecification tests based on quantile residuals (Q5093190)
From MaRDI portal
scientific article; zbMATH DE number 7563339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Misspecification tests based on quantile residuals |
scientific article; zbMATH DE number 7563339 |
Statements
Misspecification tests based on quantile residuals (English)
0 references
26 July 2022
0 references
generalized autoregressive conditional heteroscedasticity
0 references
Lagrange multiplier test
0 references
likelihood framework
0 references
mixture autoregressive model
0 references
non-linear time series model
0 references
