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
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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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