Specification tests for GARCH processes with nuisance parameters on the boundary
Year of publication: |
2024
|
---|---|
Authors: | Cavaliere, Giuseppe ; Perera, Indeewara ; Rahbek, Anders |
Subject: | Bootstrap | Cramér-von Mises | Kolmogorov-Smirnov | Marked empirical process | Bootstrap-Verfahren | Bootstrap approach | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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