On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications
scientific article

    Statements

    On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (English)
    0 references
    0 references
    22 December 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    empirical process
    0 references
    stable distribution
    0 references
    Hermite polynomial
    0 references
    goodness-of-fit
    0 references
    Kolmogorov-Smirnov
    0 references
    long range dependence
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references