ListarArtículos (Estadística e Investigación Operativa) por materia "Gaussian GARCH model"
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Artículo
A new class of tests for multinormality with i.i.d. and garch data based on the empirical moment generating function
(Springer, 2019-06)We generalize a recent class of tests for univariate normality that are based on the empirical moment generating function ...
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Artículo
Characterizations of multinormality and corresponding tests of fit, including for Garch models
(Cornell University, 2018-05-22)We provide novel characterizations of multivariate normality that incorporate both the characteristic function and the ...