Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537)
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scientific article; zbMATH DE number 7711780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models |
scientific article; zbMATH DE number 7711780 |
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Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (English)
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13 July 2023
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random weighting bootstrap
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heavy-tailed GARCH
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moment condition
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residual empirical distribution function
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