Pages that link to "Item:Q2502138"

The following pages link to On estimating the cumulant generating function of linear processes (Q2502138):

Displaying 8 items.

• Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
• The probability weighted characteristic function and goodness-of-fit testing (Q393600) (← links)
• Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
• Goodness-of-fit procedures for compound distributions with an application to insurance (Q2081723) (← links)
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
• Test of fit for Marshall-Olkin distributions with applications (Q2455417) (← links)
• On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
• A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates (Q5088111) (← links)