Bootstrap specification tests for dynamic conditional distribution models (Q6108286)
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scientific article; zbMATH DE number 7704480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap specification tests for dynamic conditional distribution models |
scientific article; zbMATH DE number 7704480 |
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Bootstrap specification tests for dynamic conditional distribution models (English)
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29 June 2023
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GARCH
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goodness-of-fit
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residual empirical process
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Kolmogorov-Smirnov test
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lack-of-fit test
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stochastic recurrence equations
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