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Essay on Testing Serial Independence, Zhaopeng Xing

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Stals1996
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Essay on Testing Serial Independence

Essay on Testing Serial Independence


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Author: Zhaopeng Xing
ISBN: 9783838363950
Serial independence forms the basis for classical economic and financial theories. The author contributed score tests for serial independence against alternative copula structures, leaving the marginals unspecified. Thus the score tests, which are not only invariant but also powerful against fixed alternatives under mis-specified marginals, even with the case of weak dependence, will be favorable in that the chance to commit Type I error is smaller comparing to the traditional tests. The tests performances were numerically examined with the effects of mis-specification on both the marginals and the copula by simulation. Finally, an application of testing serial independence in log-returns of stock indices was presented. The book is written for theoretical econometricians and statisticians who has a background of dependence theory, hypothesis testing and time series analysis.

Title: Essay on Testing Serial Independence

Publisher: LAP LAMBERT Academic Publishing

Binding: Paperback

Book Condition:New

Book Type: Paperback



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Link is down was in the middle of downloading
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Conversations With God : An Uncommon Dialogue (Book 2), Neale Donald Walsch Ebook PDF

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Conversations With God : An Uncommon Dialogue (Book 2)

Conversations With God : An Uncommon Dialogue (Book 2)


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Author: Neale Donald Walsch
ISBN: 9781571740564
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Publication Date: 1997
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Only people who are capable of loving strongly can also suffer great sorrow, but this same necessity of loving serves to counteract their grief and heals them.

Good News, Bad News, Martin, Henry Ebook MOBI

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Good News, Bad News

Good News, Bad News


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Publication Date: 1977

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The Nine Waxed Faces (in original dust jacket), Beeding, Francis Ebook EPUB

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The Nine Waxed Faces (in original dust jacket)

The Nine Waxed Faces (in original dust jacket)


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Publication Date: 1946

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The Case for Women in Medieval Culture, Blamires, Alcuin MOBI

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The Case for Women in Medieval Culture

The Case for Women in Medieval Culture


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6500 English word reading lamp Reading: must know the story of German history (English-Chinese), MEI )MO LI SI ?(MEI )HAN RUI TE MAO HONG ?LI XIAO YAN ZHU PDF

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6500 English word reading lamp Reading: must know the story of German history (English-Chinese)

6500 English word reading lamp Reading: must know the story of German history (English-Chinese)


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Re: Essay on Testing Serial Independence

Really nice share!! reps!
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Re: Essay on Testing Serial Independence

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