Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912)
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scientific article; zbMATH DE number 7192050
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical characteristic function tests for GARCH innovation distribution using multipliers |
scientific article; zbMATH DE number 7192050 |
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Empirical characteristic function tests for GARCH innovation distribution using multipliers (English)
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22 April 2020
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characteristic function
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consistency
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GARCH model
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goodness-of-fit
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integral transformation
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weighted bootstrap
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