Testing the existence of moments for GARCH processes (Q2116322)
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scientific article; zbMATH DE number 7491148
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the existence of moments for GARCH processes |
scientific article; zbMATH DE number 7491148 |
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Testing the existence of moments for GARCH processes (English)
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16 March 2022
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conditional heteroskedasticity
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efficiency comparisons
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non-Gaussian QMLE
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residual bootstrap
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stationarity tests
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