Pages that link to "Item:Q1362496"
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The following pages link to The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns (Q1362496):
Displayed 5 items.
- Testing for independence in heavy-tailed time series using the codifference function (Q961960) (← links)
- Diagnostic checking in linear processes with infinite variance (Q1600532) (← links)
- Trimmed portmanteau test for linear processes with infinite variance (Q2267596) (← links)
- Testing for stability based on the empirical characteristic funstion with applications to financial data (Q4949760) (← links)
- A method for fitting stable autoregressive models using the autocovariation function (Q5952107) (← links)
