Pages that link to "Item:Q291099"

The following pages link to Testing multivariate distributions in GARCH models (Q291099):

Displaying 24 items.

• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
• Normality test for multivariate conditional heteroskedastic dynamic regression models (Q533940) (← links)
• Testing for identification in SVAR-GARCH models (Q1656455) (← links)
• Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
• A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480) (← links)
• A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
• A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
• On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
• (Q3052233) (← links)
• A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
• Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
• Artificial regression testing in the GARCH‐in‐mean model (Q3367406) (← links)
• TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
• Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)
• NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703) (← links)
• Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085) (← links)
• Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912) (← links)
• CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
• Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
• A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model (Q5864639) (← links)
• A robust score-driven filter for multivariate time series (Q6176096) (← links)
• Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)
• Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models (Q6586892) (← links)