Numerical inversion methods for computing approximate \(p\)-values

DOI10.1007/S10614-005-9011-5zbMath1101.62007OpenAlexW1975428654MaRDI QIDQ2432015

Hiroyuki Kawakatsu

Publication date: 25 October 2006

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-005-9011-5

zbMATH Keywords

tail probabilitycharacteristic functionnumerical transform inversionlinear regression

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15) Characteristic functions; other transforms (60E10)

Uses Software

• Algorithm 682
• Algorithm 368
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Cites Work

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• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
• The Fourier-series method for inverting transforms of probability distributions
• Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion
• Multi-precision Laplace transform inversion
• Testing for the Constancy of Parameters Over Time
• Algorithm 682: Talbot's method of the Laplace inversion problems

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