Pages that link to "Item:Q2348448"
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The following pages link to Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448):
Displaying 3 items.
- Implementation of a goodness-of-fit test through Khmaladze martingale transformation (Q133700) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- A goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary $\alpha$-mixing error terms (Q2941328) (← links)