Tests of fit for normal inverse Gaussian distributions (Q537399)

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Language	Label	Description	Also known as
English	Tests of fit for normal inverse Gaussian distributions	scientific article

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scholarly article

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Tests of fit for normal inverse Gaussian distributions (English)

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Simos G. Meintanis

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Konstantinos Fragiadakis

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Dimitris Karlis

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Statistical Methodology

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publication date

20 May 2011

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zbMATH Keywords

goodness-of-fit test

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characteristic function

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maximum likelihood estimation

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parametric bootstrap

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.stamet.2009.06.004

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Fibonacci numbers, Lucas numbers and integrals of certain Gaussian processes

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Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling

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Apparent scaling

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Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics

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Nonparametric Risk Management With Generalized Hyperbolic Distributions

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Limit behaviour of the empirical characteristic function

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Tests for location-scale families based on the empirical characteristic function

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The empirical characteristic function and its applications

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Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function

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Empirical‐distribution‐function goodness‐of‐fit tests for discrete models

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Goodness-of-fit tests for the inverse Gaussian distribution based on the empirical Laplace transform

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The bootstrap in econometrics

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An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution

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Testing for stability based on the empirical characteristic funstion with applications to financial data

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Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach

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Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods

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Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms

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On the asymptotic normality of the<i>L</i><sub>2</sub>-Distance Class of Statistics with Estimated Parameters

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Goodness-of-fit tests for the hyperbolic distribution

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Parametric bootstrap tests for continuous and discrete distributions

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.STAMET.2009.06.004

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Sitelinks

Mathematics(1 entry)

mardi Publication:537399

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