Bootstrap entropy test for general location-scale time series models with heteroscedasticity (Q4960705)
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scientific article; zbMATH DE number 7192675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap entropy test for general location-scale time series models with heteroscedasticity |
scientific article; zbMATH DE number 7192675 |
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Bootstrap entropy test for general location-scale time series models with heteroscedasticity (English)
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23 April 2020
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location-scale models with heteroscedasticity
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GARCH-type models
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goodness-of-fit test
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entropy test
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residual empirical process
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bootstrap method
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