Pages that link to "Item:Q3409062"
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The following pages link to TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062):
Displaying 5 items.
- A goodness-of-fit test for GARCH innovation density (Q434239) (← links)
- Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions (Q927367) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997) (← links)
- On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
