Specification tests for GARCH processes with nuisance parameters on the boundary
Giuseppe Cavaliere, Indeewara Perera, and Anders Rahbek
| Year of publication: |
2024
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|---|---|
| Authors: | Cavaliere, Giuseppe ; Perera, Indeewara ; Rahbek, Anders |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 1, p. 197-214
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| Subject: | Bootstrap | Cramér-von Mises | Kolmogorov-Smirnov | Marked empirical process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2173206 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014449910