Serial independence tests for innovations of conditional mean and variance models (Q1708359)
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scientific article; zbMATH DE number 6852280
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Serial independence tests for innovations of conditional mean and variance models |
scientific article; zbMATH DE number 6852280 |
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Serial independence tests for innovations of conditional mean and variance models (English)
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23 March 2018
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independence tests
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serial independence
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randomness
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GARCH models
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residuals
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squared residuals
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empirical processes
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empirical copula
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multipliers
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bootstrap
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