ListarArtículos (Estadística e Investigación Operativa) por materia "Characteristic function"
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Characterizations of multinormality and corresponding tests of fit, including for Garch models
(Cornell University, 2018-05-22)We provide novel characterizations of multivariate normality that incorporate both the characteristic function and the ...
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Empirical characteristic function tests for GARCH innovation distribution using multipliers
(Taylor & Francis, 2017)Goodness-of-fit tests for the innovation distribution in GARCH models based on measuring deviations between the empirical ...