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Specification tests for GARCH processes with nuisance parameters on the boundary

Journal of Business & Economic Statistics Pub Date : 2023-02-01 DOI:10.1080/07350015.2023.2173206
Giuseppe Cavaliere, Indeewara Perera, Anders Rahbek
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边界上有干扰参数的GARCH过程的规范测试
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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Journal of Business & Economic Statistics
Journal of Business & Economic Statistics
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