The following pages link to Testing for (in)finite moments (Q138542):
Displaying 11 items.
- finity (Q138543) (← links)
- Forecast dominance testing via sign randomization (Q1627567) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Choosing between persistent and stationary volatility (Q2112824) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Extending the Scope of Robust Quadratic Optimization (Q5084646) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
- Tail behavior of ACD models and consequences for likelihood-based estimation (Q6193064) (← links)
- Autoregressive model with double Pareto distributed noise (Q6200055) (← links)
- Modified Greenwood statistic and its application for statistical testing (Q6591513) (← links)
- Online change-point detection for matrix-valued time series with latent two-way factor structure (Q6621541) (← links)
