Pages that link to "Item:Q4082820"

The following pages link to Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples (Q4082820):

Displaying 45 items.

• Parameterizations and modes of stable distributions (Q449933) (← links)
• Linear and nonlinear regression with stable errors (Q528134) (← links)
• One-step R-estimation in linear models with stable errors (Q528136) (← links)
• Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions (Q528145) (← links)
• Estimation of stable distributions by indirect inference (Q530608) (← links)
• Modeling chinese stock returns with stable distribution (Q646126) (← links)
• Precise tabulation of the maximally-skewed stable distributions and densities (Q673281) (← links)
• Computing the probability density function of the stable Paretian distribution (Q699429) (← links)
• Consistent tests for symmetric stability with finite mean based on the empirical characteristic function (Q707048) (← links)
• Rates of convergence of \(\alpha\)-stable random motions (Q757965) (← links)
• Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
• Wavelet-based estimation for univariate stable laws (Q870496) (← links)
• Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282) (← links)
• Volatility estimators for discretely sampled Lévy processes (Q997383) (← links)
• Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes (Q1114263) (← links)
• On using Lehmann alternatives with nonresponders (Q1193123) (← links)
• Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
• Comparison of estimators in stable models. (Q1596874) (← links)
• Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• Stable modeling of value at risk (Q1600544) (← links)
• Distribution function values for logstable distributions (Q1802445) (← links)
• On estimation and testing goodness of fit for \(m\)-dependent stable sequences (Q1841194) (← links)
• Asymptotic properties of symmetric stable distributions with small index (Q1917615) (← links)
• Recent results in applications and processing of \(\alpha\)-stable-distributed time series (Q1925048) (← links)
• Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
• Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
• Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
• Transform martingale estimating functions (Q2466679) (← links)
• Applications of a General Stable Law Regression Model (Q3592648) (← links)
• Minimum-Distance Estimator for Stable Exponent (Q3622067) (← links)
• Modified weighted squared error estimation procedures with special emphasis on the stable laws (Q3749914) (← links)
• Asymptotic distribution of regression type estimators of parameters of stable laws (Q3968290) (← links)
• Maximum Likelihood Estimates of Symmetric Stable Distribution Parameters (Q4019144) (← links)
• Tables of finite-mean nonsymmetric stable distributions as computed from their convergent and asymptotic series^† (Q4048456) (← links)
• Exponential dispersion models and credibility (Q4235018) (← links)
• Linear regression with stably distributed residuals (Q4275793) (← links)
• Modeling asset returns with alternative stable distributions^* (Q4286238) (← links)
• Explicit and combined estimators for parameters of stable distributions (Q5023858) (← links)
• Asymptotics of maximum likelihood estimation for stable law with continuous parameterization (Q5078578) (← links)
• (Q5179070) (← links)
• Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives (Q5201480) (← links)
• Minimum chi-squared estimation of stable distributions parameters: An application to the Warsaw Stock Exchange (Q5309309) (← links)
• Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data (Q6581658) (← links)
• Stable sums to infer high return levels of multivariate rainfall time series (Q6626593) (← links)