Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator (Q1787240)
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scientific article; zbMATH DE number 6947390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator |
scientific article; zbMATH DE number 6947390 |
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Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator (English)
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5 October 2018
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entropy-based goodness-of-fit test
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normality test
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GARCH models
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minimum density power divergence estimator
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parametric bootstrap method
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