The Realized Empirical Distribution Function of Stochastic Variance with Application to Goodness-of-Fit Testing
Year of publication: |
2019
|
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Authors: | Christensen, Kim |
Other Persons: | Thyrsgaard, Martin (contributor) ; Veliyev, Bezirgen (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Theorie | Theory |
Extent: | 1 Online-Ressource (48 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 30, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3206896 [DOI] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C50 - Econometric Modeling. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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