Testing for (in)finite moments
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Publication:138542
DOI10.1016/j.jeconom.2015.08.006zbMath1390.62076OpenAlexW1820437798MaRDI QIDQ138542
Lorenzo Trapani, Lorenzo Trapani
Publication date: March 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://openaccess.city.ac.uk/id/eprint/13955/1/Trapani3R.pdf
Nonparametric hypothesis testing (62G10) Statistical methods; risk measures (91G70) Strong limit theorems (60F15)
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Uses Software
Cites Work
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