Pages that link to "Item:Q2502138"
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The following pages link to On estimating the cumulant generating function of linear processes (Q2502138):
Displayed 8 items.
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- The probability weighted characteristic function and goodness-of-fit testing (Q393600) (← links)
- Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
- Goodness-of-fit procedures for compound distributions with an application to insurance (Q2081723) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- Test of fit for Marshall-Olkin distributions with applications (Q2455417) (← links)
- On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates (Q5088111) (← links)