Fournier and Printems [Bernoulli 16 (2010) 343-360] have recently established a methodology which allows to prove the absolute continuity of the law of the solution of some stochastic equations with ...

Journal of Applied Probability, Vol. 27, No. 1 (Mar., 1990), pp. 156-170 (15 pages) Let Xt be a discrete-time multivariate stationary process possessing an infinite autoregressive representation and ...

SAS/INSIGHT software provides tests for the null hypothesis that the input data values are a random sample from a normal distribution. These test statistics include the Shapiro-Wilk statistic (W) and ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...