Pages that link to "Item:Q4949760"
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The following pages link to Testing for stability based on the empirical characteristic funstion with applications to financial data (Q4949760):
Displaying 12 items.
- Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform (Q138398) (← links)
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- On nonparametric change point estimator based on empirical characteristic functions (Q525905) (← links)
- Tests of fit for normal inverse Gaussian distributions (Q537399) (← links)
- Consistent tests for symmetric stability with finite mean based on the empirical characteristic function (Q707048) (← links)
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments) (Q1580812) (← links)
- A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function (Q2452630) (← links)
- Change point analysis based on empirical characteristic functions (Q2499565) (← links)
- A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families (Q2674489) (← links)
- A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function (Q3155306) (← links)
- Permutation tests for homogeneity based on the empirical characteristic function (Q5460698) (← links)
- Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q5972233) (← links)
