Pages that link to "Item:Q5106912"
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The following pages link to Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912):
Displaying 5 items.
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
- Computationally efficient approximations for independence tests in non-parametric regression (Q5065236) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
