Pages that link to "Item:Q744734"
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The following pages link to A note on Jarque-Bera normality test for ARMA-GARCH innovations (Q744734):
Displaying 8 items.
- Normality test for multivariate conditional heteroskedastic dynamic regression models (Q533940) (← links)
- On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (Q1927501) (← links)
- On a test of normality based on the empirical moment generating function (Q2175636) (← links)
- Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997) (← links)
- On Jarque-Bera normality and cusum parameter change tests for BCTT-GARCH models (Q2444445) (← links)
- A note on the Jarque-Bera normality test for GARCH innovations (Q2510920) (← links)
- Normality test in random coefficient autoregressive models (Q6124770) (← links)
- Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process (Q6125018) (← links)