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A unified approach to nonparametric trend tests for dependent and independent samples

✍ Scribed by Arne C. Bathke

Publisher
Springer
Year
2008
Tongue
English
Weight
178 KB
Volume
69
Category
Article
ISSN
0026-1335

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A unified approach to standardized-resid
A unified approach to standardized-residuals-based correlation tests for GARCH-type models
✍ Yi-Ting Chen πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 220 KB

## Abstract In this paper, we propose a unified approach to generating standardized‐residuals‐based correlation tests for checking GARCH‐type models. This approach is valid in the presence of estimation uncertainty, is robust to various standardized error distributions, and is applicable to testing