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Testing for (in)finite moments

Lorenzo Trapani
Year of publication:
March 2016
Authors: Trapani, Lorenzo
Published in:
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 191.2016, 1, p. 57-68
Subject: Finite moments | Randomised tests | Chover-type Law of the Iterated Logarithm | Strong Law of Large Numbers | Theorie | Theory | Statistischer Test | Statistical test
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