A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models
نویسندگان
چکیده
منابع مشابه
Nonparametric Goodness-of-fit Test for Heteroscedastic Regression Models
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ژورنال
عنوان ژورنال: Biometrika
سال: 2017
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asx063