Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices |
scientific article |
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Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (English)
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8 November 2018
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regime-switching
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energy economics
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goodness-of-fit
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weighted empirical distribution function
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Kolmogorov-Smirnov test
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