scientific article; zbMATH DE number 3640710

MaRDI QIDQ4199359zbMATH OpenFDO

Authors Christopher R. Heathcote, Paul D. Feigin

Publication date 1976

zbMATH Keywords

asymptotic efficiencynumerical comparisonsempirical characteristic functionlarge sampleCramer-von Mises statisticgoodness of fit type hypotheses

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(6)

• Joint and marginal specification tests for conditional mean and variance models
• Parameter estimation using transform estimation in time-evolving models
• The weak approximation of the empirical characteristic function process when parameters are estimated
• Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
• Test for uniformity by empirical Fourier expansion
• Fourier methods for model selection

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