Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (Q6150359)
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scientific article; zbMATH DE number 7813839
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| English | Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary |
scientific article; zbMATH DE number 7813839 |
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Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (English)
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6 March 2024
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bootstrap
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Cramér-von Mises
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Kolmogorov-Smirnov
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marked empirical process
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