Pages that link to "Item:Q533940"

The following pages link to Normality test for multivariate conditional heteroskedastic dynamic regression models (Q533940):

Displaying 12 items.

• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
• Testing multivariate distributions in GARCH models (Q291099) (← links)
• Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
• A note on Jarque-Bera normality test for ARMA-GARCH innovations (Q744734) (← links)
• Test for normality in the econometric disequilibrium markets model (Q788454) (← links)
• A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
• On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (Q1927501) (← links)
• New fat-tail normality test based on conditional second moments with applications to finance (Q2062369) (← 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)
• (Q4285401) (← links)