"Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models."

Hira L. Koul, Xiaoqing Zhu (2015)

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DOI: 10.1016/J.JMVA.2015.02.009

access: open

type: Journal Article

metadata version: 2021-02-17

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Hira L. Koul, Xiaoqing Zhu:
Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models. J. Multivar. Anal. 137: 141-160 (2015)

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