Testing distributional assumptions using a continuum of moments (Q2227064)
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scientific article; zbMATH DE number 7308427
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| English | Testing distributional assumptions using a continuum of moments |
scientific article; zbMATH DE number 7308427 |
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Testing distributional assumptions using a continuum of moments (English)
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9 February 2021
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characteristic function
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complex Gaussian process
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consistent tests
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continuum of moment conditions
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goodness-of-fit
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GMM
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Tikhonov regularization
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0.8853867
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0.8834696
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0.88025004
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0.87281173
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0.8727086
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