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@article{KOUTROUVELIS01011980,
author = {Koutrouvelis, I. A.},
title = {A goodness-of-fit test of simple hypotheses based on
the empirical characteristic function},
volume = 67,
number = 1,
pages = {238-240},
year = 1980,
doi = {10.1093/biomet/67.1.238},
abstract = {SUMMARY The empirical characteristic function φn(t)
and its asymptotic distribution are utilized to find
a chi-squared goodness-of-fit test for simple null
hypotheses. In addition the optimum number and
location of points t at which φn(t) has to be
evaluated is investigated for specified alternative
hypotheses.},
URL =
{http://biomet.oxfordjournals.org/content/67/1/238.abstract},
eprint =
{http://biomet.oxfordjournals.org/content/67/1/238.full.pdf+html},
journal = {Biometrika}
}
@Manual{RpackageVarianceGamma,
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year = 2012,
note = {R package version 0.3-1},
url = {http://CRAN.R-project.org/package=VarianceGamma},
}
@Manual{Rsoftware,
title = {R: A Language and Environment for Statistical
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author = {{R Core Team}},
organization = {R Foundation for Statistical Computing},
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year = 2012,
note = {{ISBN} 3-900051-07-0},
url = {http://www.R-project.org/},
}
@ARTICLE{Singer:2009,
AUTHOR = {Singer, S. and Nelder, J. },
TITLE = {Nelder-Mead algorithm},
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VOLUME = 4,
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URL = {http://dx.doi.org/10.4249/scholarpedia.2928}
}
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title={Levy-stability-under-addition and fractal structure of markets: imlications for the actuaries and emphasized axamination of MATIF national contract},
author={Walter, Christian}
}