Saddlepoint approximations for the doubly noncentral \(t\) distribution
type: Item
instance of: scholarly article
title: Saddlepoint approximations for the doubly noncentral \(t\) distribution
zbMATH Open document ID: 1161.62315
author: Marc S. Paolella
author: Simon A. Broda
published in: Computational Statistics and Data Analysis
publication date: 2009-05-29T00:00:00Z
Mathematics Subject Classification ID: 62E17
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5559451
zbMATH Keywords: financial econometrics
zbMATH Keywords: analysis of variance
zbMATH Keywords: GARCH
zbMATH Keywords: \(t\)-statistic
describes a project that uses: Dowd
MaRDI profile type: Publication
full work available at URL: j.csda.2006.11.024
OpenAlex ID: W2077347944
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DOI: 10.1016/J.CSDA.2006.11.024
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description: scientific article; zbMATH DE number 5559451