Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations

DOI10.1111/jtsa.12713MaRDI QIDQ6194056

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Publication date: 14 February 2024

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

zbMATH Keywords

heavy-tailed distributionempirical characteristic functiongoodness-of-fit testCCC-GARCH

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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