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~person:"Weron, Rafal"
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Search: subject:"Goodness-Of-Fit"
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Goodness-of-fit testing
3
Insurance risk model
3
Loss distribution
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Random variable generation
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Claim arrival process
2
Goodness-of-fit
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Kolmogorov-Smirnov test
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Electricity spot price
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Energy economics
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Limited expected value function
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goodness-of-fit
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Weron, Rafal
Dette, Holger
42
Neumeyer, Natalie
13
Janczura, Joanna
8
Wilhelm, Daniel
8
Franke, Reiner
7
Hetzler, Benjamin
7
Jang, Tae-Seok
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Sacht, Stephen
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Flachaire, Emmanuel
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Kleiber, Christian
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Lee, Sangyeol
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Munk, Axel
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Satorra, Albert
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Zeileis, Achim
6
Burnecki, Krzysztof
5
Cowell, Frank A.
5
Dovern, Jonas
5
Eling, Martin
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Henze, Norbert
5
Härdle, Wolfgang
5
Klar, Bernhard
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Manner, Hans
5
Meintanis, Simos
5
Nagel, Eva-Renate
5
Birke, Melanie
4
DUFOUR, Jean-Marie
4
Dufour, Jean-Marie
4
Einmahl, John
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Kim, Dongwoo
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Kleinow, Torsten
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Läuter, Henning
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McAleer, Michael
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Meintanis, Simos G.
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Podolskij, Mark
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Proksch, Katharina
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Rémillard, Bruno
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Spreckelsen, Ingrid
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Ziggel, Daniel
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
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Inference for Markov-regime switching models of electricity spot prices
Janczura, Joanna
;
Weron, Rafal
-
Hugo Steinhaus Center for Stochastic Methods, …
-
2012
In the last decade Markov-regime switching (MRS) models have been extensively used for modeling the unique behavior of spot prices in wholesale electricity markets. This popularity stems from the models’ relative parsimony and the ability to capture the stylized facts, in particular the mean...
Persistent link: https://www.econbiz.de/10010626145
Saved in:
2
Goodness-of-fit
testing for the marginal distribution of regime-switching models
Janczura, Joanna
;
Weron, Rafal
-
Volkswirtschaftliche Fakultät, …
-
2011
In this paper we propose a new
goodness-of-fit
testing scheme for the marginal distribution of regime-switching models … to the supply stack structure), the actual
goodness-of-fit
of the models requires statistical validation. We illustrate …
Persistent link: https://www.econbiz.de/10009203622
Saved in:
3
Building Loss Models
Burnecki, Krzysztof
;
Janczura, Joanna
;
Weron, Rafal
-
Hugo Steinhaus Center for Stochastic Methods, …
-
2010
a collection of loss distributions and present methods that can be used to assess the
goodness-of-fit
of the claim size …
Persistent link: https://www.econbiz.de/10009323912
Saved in:
4
Goodness-of-fit
testing for regime-switching models
Janczura, Joanna
;
Weron, Rafal
-
Volkswirtschaftliche Fakultät, …
-
2010
In this paper we propose a novel
goodness-of-fit
testing scheme for regime-switching models. We consider models with an …
Persistent link: https://www.econbiz.de/10008595627
Saved in:
5
Loss Distributions
Burnecki, Krzysztof
;
Misiorek, Adam
;
Weron, Rafal
-
Volkswirtschaftliche Fakultät, …
-
2010
by comparing the shapes of the empirical and theoretical mean excess functions.
Goodness-of-fit
can be verified by …
Persistent link: https://www.econbiz.de/10008622253
Saved in:
6
Building Loss Models
Burnecki, Krzysztof
;
Janczura, Joanna
;
Weron, Rafal
-
Volkswirtschaftliche Fakultät, …
-
2010
a collection of loss distributions and present methods that can be used to assess the
goodness-of-fit
of the claim size …
Persistent link: https://www.econbiz.de/10008678287
Saved in:
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