Characteristic function of the order statistics of the Student's t distribution
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Characteristic function of the order statistics of the Student's \(t\) distribution
Characteristic function of the order statistics of the Student's \(t\) distribution
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Cites work
- A martingale approach for testing diffusion models based on infinitesimal operator
- A New Test of the Martingale Difference Hypothesis
- Bounds for expected values of order statistics
- ECF estimation of Markov models where the transition density is unknown
- Estimation of affine asset pricing models using the empirical characteristic function
- Estimation of the stochastic conditional duration model via alternative methods
- Expected values, variances and covariances of order statistics for student's t-distribution with two degrees of freedom
- Explicit expressions for moments of \(t\) order statistics
- Explicit expressions for moments of order statistics
- Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form
- scientific article; zbMATH DE number 3121211 (Why is no real title available?)
- scientific article; zbMATH DE number 775283 (Why is no real title available?)
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
- Nonparametric tests for conditional symmetry in dynamic models
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
- Testing for the Markov property in time series
- Testing strict stationarity with applications to macroeconomic time series
- Tests for conditional ellipticity in multivariate GARCH models
Cited in
(6)- On the joint distribution of Studentized order statistics
- A note on the characteristic function of the t-distribution
- On the characteristic function for asymmetric Student \(t\) distributions
- Explicit expressions for moments of \(t\) order statistics
- Characterizations of folded Student's \(t\) distribution
- On the characteristic function of multivariate Studentt-distribution
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