Pages that link to "Item:Q4544841"
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The following pages link to The Variance Ratio Test with Stable Paretian Errors (Q4544841):
Displaying 6 items.
- The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns (Q1362496) (← links)
- Error estimation in the method of dependent tests for multiple parametric integrals with infinite variance (Q1571137) (← links)
- Testing the stable Paretian assumption (Q1600528) (← links)
- Generalized Variance-Ratio Tests in the Presence of Statistical Dependence (Q3192401) (← links)
- A Combined Invariant Test for a Null Variance Ratio (Q5122367) (← links)
- THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK (Q5697615) (← links)