Multi-sample Cramér-von Mises tests for ARCH residual empirical processes (Q5296403)
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scientific article; zbMATH DE number 5176383
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| English | Multi-sample Cramér-von Mises tests for ARCH residual empirical processes |
scientific article; zbMATH DE number 5176383 |
Statements
1 August 2007
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ARCH process
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squared residuals
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empirical process
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\(m\)-sample Cramér-von Mises statistic
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asymptotic relative efficiency
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ARCH volatility effect
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central limit theorems
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0.8280355334281921
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0.809070348739624
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0.8050556778907776
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