搜索结果: 1-1 共查到“理论经济学 Goodness-of-fit”相关记录1条 . 查询时间(0.046 秒)
Goodness-of-Fit tests with Dependent Observations
Extreme value statistics Stochastic processes Models of financial markets
2011/7/4
We revisit the Kolmogorov-Smirnov and Cram´er-von Mises goodness-offit
(GoF) tests and propose a generalisation to identically distributed, but dependent
univariate random variables. We show t...