Pages that link to "Item:Q1149166"
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The following pages link to Limit behaviour of the empirical characteristic function (Q1149166):
Displayed 50 items.
- Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application (Q393538) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Kernel estimation of a characteristic function (Q521113) (← links)
- Tests of fit for normal inverse Gaussian distributions (Q537399) (← links)
- Specification tests in mixed effects models (Q538100) (← links)
- A note on scale estimates based on the empirical characteristic function and their application to test for normality (Q761736) (← links)
- The first zero of an empirical characteristic function (Q923472) (← links)
- Goodness-of-fit tests based on empirical characteristic functions (Q961885) (← links)
- A homogeneity test for bivariate random variables (Q964666) (← links)
- Methods of characteristic functions in problems of statistical estimation by censored samples (Q997718) (← links)
- A test for the two-sample problem based on empirical characteristic functions (Q1023713) (← links)
- Laws of large numbers for classes of functions (Q1063315) (← links)
- Implementing empirical characteristic function procedures (Q1070706) (← links)
- Asymptotic properties of nonparametric estimators of the characteristic function (Q1072304) (← links)
- Multivariate functional least squares (Q1118293) (← links)
- Strong approximation of empirical Kac processes (Q1160483) (← links)
- Empirical processes indexed by smooth functions (Q1167980) (← links)
- Accuracy of the approximation of an empirical process by a Brownian bridge (Q1180097) (← links)
- The weak approximation of the empirical characteristic function process when parameters are estimated (Q1185786) (← links)
- Nonparametric estimation of the measurement error model using multiple indicators. (Q1264515) (← links)
- A consistent modification of a test for independence based on the empirical characteristic function (Q1269980) (← links)
- Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions (Q1314308) (← links)
- On the non-consistency of an estimate of Chiu (Q1332889) (← links)
- A bootstrap algorithm for the two-sample problem using trigonometric Hermite spline interpolation (Q1421560) (← links)
- Approximations for weighted bootstrap processes with an application (Q1567320) (← links)
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments) (Q1580812) (← links)
- Comparison of estimators in stable models. (Q1596874) (← links)
- On the estimation of the characteristic function in finite populations with applications (Q1708363) (← links)
- Applications of distance correlation to time series (Q1708994) (← links)
- Application of the empirical characteristic function to compare and estimate densities by pooling information (Q1775947) (← links)
- Robust scale estimation based on the empirical characteristic function (Q1907908) (← links)
- The change-point problem for dependent observations (Q1923424) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
- Two-component mixtures with independent coordinates as conditional mixtures: nonparametric identification and estimation (Q1951140) (← links)
- Estimation of quadratic functionals of a density (Q1962212) (← links)
- Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws (Q2157427) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Fast tests for the two-sample problem based on the empirical characteristic function (Q2229077) (← links)
- Kernel-transformed empirical processes (Q2266306) (← links)
- Testing for linearity (Q2266316) (← links)
- Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms (Q2373689) (← links)
- Detecting independence of random vectors: generalized distance covariance and Gaussian covariance (Q2414854) (← links)
- Complex random energy model: zeros and fluctuations (Q2447284) (← links)
- Asymptotic properties of a dimension-robust quadratic dependence measure (Q2472991) (← links)
- On estimating the cumulant generating function of linear processes (Q2502138) (← links)
- On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
- A multivariate empirical characteristic function test of independence with normal marginals (Q2567124) (← links)
- On properties of empirical and related random processes (Q2683604) (← links)
- Estimation and Calibration of Lévy Models via Fourier Methods (Q2786961) (← links)