Found 9 Documents (Results 1–9)
Characterizations of multinormality and corresponding tests of fit, including for GARCH models. (English) Zbl 1419.62101
Inference procedures for the variance gamma model and applications. (English) Zbl 1348.62160
MSC:
62G10
Testing for the generalized normal-Laplace distribution with applications. (English) Zbl 1284.62132
MSC:
62F03
62-07