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Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models - MaRDI portal

Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448)

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Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models
scientific article

    Statements

    title
    Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (English)
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    author
    Hira L. Koul
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    Xiaoqing Zhu
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    publication date
    12 June 2015
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    zbMATH Keywords
    Khmaladze martingale transform test
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    singular incomplete information matrix
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    cites work
    Q3965457
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    Q5500928
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    Q2735705
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    Q4307753
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    Identifiers

    zbMATH DE Number
    6445447
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    OpenAlex ID
    W2032657481
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