Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices
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Publication:1621243
DOI10.1007/s10182-012-0202-9zbMath1443.62220OpenAlexW2163916266MaRDI QIDQ1621243
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
goodness-of-fitregime-switchingKolmogorov-Smirnov testenergy economicsweighted empirical distribution function
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: hypothesis testing (62M02)
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