Nonparametric bootstrap tests for independence of generalized errors (Q5093932)

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scientific article; zbMATH DE number 7565891
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Nonparametric bootstrap tests for independence of generalized errors
scientific article; zbMATH DE number 7565891

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    Nonparametric bootstrap tests for independence of generalized errors (English)
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    2 August 2022
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    bootstrap
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    empirical process
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    GARCH
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    generalized errors
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    goodness-of-fit
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    identification
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    independence
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    parameter estimation uncertainty
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    skewed \(t\) distribution
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