Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices

✍ Scribed by Joanna Janczura, Rafał Weron

• Book ID: 120963798
• Publisher: Springer-Verlag
• Year: 2012
• Tongue: English
• Weight: 487 KB
• Volume: 97
• Category: Article
• ISSN: 1863-8171
• DOI: 10.1007/s10182-012-0202-9