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

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

Revision as of 22:44, 3 July 2024

scientific article
Language Label Description Also known as
English
Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE
scientific article

    Statements

    Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (English)
    0 references
    0 references
    0 references
    8 April 2011
    0 references
    Jarque-Bera test
    0 references
    Lévy process
    0 references
    stochastic differential equation
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references