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 10 items.
- Score test of fit for composite hypothesis in the GARCH\((1,1)\) model (Q958816) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Goodness-of-fit testing of error distribution in linear measurement error models (Q1800808) (← links)
- A weighted goodness-of-fit test for GARCH(1,1) specification (Q1881754) (← 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)
- TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
- Asymptotics of $L_\lambda$ -Norms of ARCH(p) Innovation Density Estimators (Q5167875) (← links)
- Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
