Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11203-010-9043-x
+Normal rank
@@ Property / OpenAlex ID @@
+W2154992043
@@ Property / OpenAlex ID: W2154992043 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimators of diffusions with randomly spaced discrete observations: a general theory
+Normal rank
@@ Property / cites work @@
+Approximations of small jumps of Lévy processes with a view towards simulation
+Normal rank
@@ Property / cites work @@
+Skewness for multivariate distributions: Two approaches
+Normal rank
@@ Property / cites work @@
+On some global measures of the deviations of density function estimates
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate discrete-time schemes for statistics of diffusion processes
+Normal rank
@@ Property / cites work @@
+TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of an Ergodic Diffusion from Discrete Observations
+Normal rank
@@ Property / cites work @@
+Exponential ergodicity of the solutions to SDE's with a jump noise
+Normal rank
@@ Property / cites work @@
+High moment partial sum processes of residuals in GARCH models and their applications
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+The Bickel--Rosenblatt test for diffusion processes
+Normal rank
@@ Property / cites work @@
+On the Bickel-Rosenblatt test for first-order autoregressive models
+Normal rank
@@ Property / cites work @@
+Q4660424
@@ Property / cites work: Q4660424 / rank @@
+Normal rank
@@ Property / cites work @@
+On residual empirical processes of stochastic regression models with applications to time series
+Normal rank
@@ Property / cites work @@
+RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES
+Normal rank
@@ Property / cites work @@
+A note on the Jarque-Bera normality test for GARCH innovations
+Normal rank
@@ Property / cites work @@
+Measures of multivariate skewness and kurtosis with applications
+Normal rank
@@ Property / cites work @@
+Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps
+Normal rank
@@ Property / cites work @@
+Q4947392
@@ Property / cites work: Q4947392 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation for misspecified ergodic diffusion processes from discrete observations
+Normal rank
@@ Property / cites work @@
+On polynomial mixing bounds for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Estimation for diffusion processes from discrete observation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2430997