research
∙
06/14/2022
Weibull or not Weibull?
We propose novel goodness-of-fit tests for the Weibull distribution with...
share
research
∙
02/25/2022
Empirical spectral processes for stationary state space processes
In this paper, we consider function-indexed normalized weighted integrat...
research
∙
09/10/2020
A note on estimation of α-stable CARMA processes sampled at low frequencies
In this paper, we investigate estimators for symmetric α-stable CARMA pr...
research
∙
02/21/2020
Whittle estimation for stationary state space models with finite second moments
In this paper, we consider the Whittle estimator for the parameters of a...
research
∙
07/17/2018