Pages that link to "Item:Q1937205"
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The following pages link to Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205):
Displaying 9 items.
- The probability weighted characteristic function and goodness-of-fit testing (Q393600) (← links)
- On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
- A random-projection based test of Gaussianity for stationary processes (Q1623481) (← links)
- On a test of normality based on the empirical moment generating function (Q2175636) (← links)
- Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (Q2821014) (← links)
- New results on the Ristić–Balakrishnan family of distributions (Q2834649) (← links)
- The credibility premiums based on estimated moment-generating function (Q2979584) (← links)
- Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
