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The Variance Ratio Test with Stable Paretian Errors - MaRDI portal

The Variance Ratio Test with Stable Paretian Errors (Q4544841)

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scientific article; zbMATH DE number 1776266
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The Variance Ratio Test with Stable Paretian Errors
scientific article; zbMATH DE number 1776266

    Statements

    The Variance Ratio Test with Stable Paretian Errors (English)
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    5 August 2002
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    Monte-Carlo experiments
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    stable Pareto distributions
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    variance ratio test
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