A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models (Q5384565)
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scientific article; zbMATH DE number 7072394
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| English | A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models |
scientific article; zbMATH DE number 7072394 |
Statements
A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models (English)
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24 June 2019
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conditional heteroscedastic model
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goodness-of-fit test
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heavy tail
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residual empirical process
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robustness
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