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Standards compliance testing for unified modelling language tools

✍ Scribed by Bunyakiati, P.; Finkelstein, A.


Book ID
114445049
Publisher
The Institution of Engineering and Technology
Year
2011
Tongue
English
Weight
1000 KB
Volume
5
Category
Article
ISSN
1751-8806

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## 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