Exact confidence sets and goodness-of-fit methods for stable distributions
Marie-Claude Beaulieu; Jean-Marie Dufour; Lynda Khalaf
| Year of publication: |
2014
|
|---|---|
| Authors: | Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 181.2014, 1, p. 3-14
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| Subject: | Stable distribution | Skewness | Asymmetry | Exact test | Monte Carlo test | Specification test | Goodness-of-fit | Tail parameter | Electricity price | Strompreis | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Verteilung | Statistical distribution | Statistischer Test | Statistical test | Simulation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010473451