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

Hira L. Koul, Xiaoqing Zhu. Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models. J. Multivariate Analysis, 137:141-160, 2015. [doi]

Authors

Hira L. Koul

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Xiaoqing Zhu

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