Nonparametric bootstrap tests for independence of generalized errors (Q5093932)
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scientific article; zbMATH DE number 7565891
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric bootstrap tests for independence of generalized errors |
scientific article; zbMATH DE number 7565891 |
Statements
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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