Fitting a two phase threshold multiplicative error model (Q515143)
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scientific article; zbMATH DE number 6693813
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| English | Fitting a two phase threshold multiplicative error model |
scientific article; zbMATH DE number 6693813 |
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Fitting a two phase threshold multiplicative error model (English)
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10 March 2017
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lack-of-fit test
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martingale transform
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Kolmogorov-Smirnov
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0.8353533744812012
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0.822932243347168
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0.8078015446662903
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0.8013235330581665
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0.7857263088226318
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