Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices

From MaRDI portal
Publication:1621243

DOI10.1007/s10182-012-0202-9zbMath1443.62220OpenAlexW2163916266MaRDI QIDQ1621243

Joanna Janczura, Rafał Weron

Publication date: 8 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-012-0202-9




Related Items



Cites Work