CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843)
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scientific article; zbMATH DE number 7073574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS |
scientific article; zbMATH DE number 7073574 |
Statements
CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (English)
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26 June 2019
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GARCH models
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characterizations of multivariate normality
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