Detecting Shifts of Parameter in Gamma Sequences with Applications to Stock Price and Air Traffic Flow Analysis
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/01621459.1979.10481604
Reference35 articles.
1. A Reexamination of the Empirical Distribution of Stock Price Changes
2. Bartlett, M. S. “Properties of Sufficiency and Statistical Tests,”. Proceedings of the Royal Society of London, Ser. A. Vol. 160, pp.268–282.
3. The Statistical Analysis of Variance-Heterogeneity and the Logarithmic Transformation
4. A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices
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