مرکز منطقه ای اطلاع رساني علوم و فناوري - Saddlepoint approximations for the doubly noncentral t distribution

Title of article :

Saddlepoint approximations for the doubly noncentral t distribution

Author/Authors :

Simon Broda، نويسنده , , Marc S. Paolella، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

2907

To page :

2918

Keywords :

t -statistic , Financial econometrics , GARCH , Analysis of variance

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2007

Journal title :

Computational Statistics and Data Analysis

Record number :

145277

Link To Document :