Pages that link to "Item:Q434239"
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The following pages link to A goodness-of-fit test for GARCH innovation density (Q434239):
Displaying 4 items.
- Goodness-of-fit testing of error distribution in linear measurement error models (Q1800808) (← links)
- On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
- An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model (Q2682346) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)