Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data (Q6581658)
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scientific article; zbMATH DE number 7889754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data |
scientific article; zbMATH DE number 7889754 |
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Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data (English)
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31 July 2024
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stable distribution
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nonparametric test
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asymptotic normality
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empirical likelihood
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Wilks' theorem
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