The Kolmogorov-Smirnov test is a non-parametric test used to compare a sample with a reference distribution. One of te major issues of this thest is that it canÃ't be used with correlated data. An approach to solve this problem is presented in this thesis, in case of data derived by AR(2) and ARCH(1) processes.
Test di Kolmogorov-Smirnov nel caso di Osservazioni dipendenti
Furieri, Tommaso
2016/2017
Abstract
The Kolmogorov-Smirnov test is a non-parametric test used to compare a sample with a reference distribution. One of te major issues of this thest is that it canÃ't be used with correlated data. An approach to solve this problem is presented in this thesis, in case of data derived by AR(2) and ARCH(1) processes.File in questo prodotto:
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Tesi_LT_Furieri.pdf
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https://hdl.handle.net/20.500.12608/26855