T. W. Epps

Available identifiers

zbMath Open epps.thomas-wakeMaRDI QIDQ814876

List of research outcomes

Publication	Date of Publication	Type
Probability and statistical theory for applied researchers	2013-12-10	Paper
Quantitative Finance	2009-02-26	Paper
https://portal.mardi4nfdi.de/entity/Q5297852	2007-07-13	Paper
Tests for location-scale families based on the empirical characteristic function	2006-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q4515981	2000-11-26	Paper
Stock prices as branching processes in random environments: estimation	2000-07-09	Paper
Limiting behavior of the ICF test for normality under Gram-Charlier alternatives	1999-01-01	Paper
Stock prices as branching processes	1997-10-26	Paper
A test of fit for lattice distributions	1996-07-02	Paper
Maximum-likelihood estimation for galton-watson processes	1993-10-11	Paper
Testing that a Gaussian process is stationary	1988-01-01	Paper
Testing that a stationary time series is Gaussian	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3740867	1986-01-01	Paper
An omnibus test for the two-sample problem using the empirical characteristic function	1986-01-01	Paper
A test for normality based on the empirical characteristic function	1983-01-01	Paper
A test of separate families of distributions based on the empirical moment generating function	1982-01-01	Paper
The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present	1977-01-01	Paper
The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis	1976-01-01	Paper
Wealth Effects and Slutsky Equations for Assets	1975-01-01	Paper

Research outcomes over time

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