CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843)
From MaRDI portal
scientific article; zbMATH DE number 7073574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS |
scientific article; zbMATH DE number 7073574 |
Statements
CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (English)
0 references
26 June 2019
0 references
GARCH models
0 references
characterizations of multivariate normality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
