Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices
type: Item
instance of: scholarly article
title: Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices
zbMATH Open document ID: 1443.62220
author: Joanna Janczura
author: Rafał Weron
published in: AStA. Advances in Statistical Analysis
publication date: 2018-11-08T00:00:00Z
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6975343
zbMATH Keywords: regime-switching
zbMATH Keywords: energy economics
zbMATH Keywords: goodness-of-fit
zbMATH Keywords: weighted empirical distribution function
zbMATH Keywords: Kolmogorov-Smirnov test
MaRDI profile type: Publication
full work available at URL: s10182-012-0202-9
OpenAlex ID: W2163916266
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DOI: 10.1007/S10182-012-0202-9
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description: scientific article; zbMATH DE number 6975343