Pages that link to "Item:Q4844194"

The following pages link to Bayesian Inference for Stable Distributions (Q4844194):

Displaying 29 items.

• Multiplicative random walk Metropolis-Hastings on the real line (Q356503) (← links)
• The method of simulated quantiles (Q528141) (← links)
• Characteristic functions of scale mixtures of multivariate skew-normal distributions (Q548642) (← links)
• Precise tabulation of the maximally-skewed stable distributions and densities (Q673281) (← links)
• Consistent tests for symmetric stability with finite mean based on the empirical characteristic function (Q707048) (← links)
• Evaluation of the MEMM, parameter estimation and option pricing for geometric Lévy processes (Q841858) (← links)
• Additive positive stable frailty models (Q861553) (← links)
• Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
• Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
• A note on scale mixtures of skew normal distribution (Q947160) (← links)
• Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
• Regularized parameter estimation of high dimensional distribution (Q1015875) (← links)
• Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach (Q1019893) (← links)
• Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
• The study of a function relating to stable distributions (Q1332886) (← links)
• Efficient posterior integration in stable paretian models (Q1580845) (← links)
• Bayesian inference for multivariate survival data with a cure fraction (Q1599073) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
• A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions (Q1659482) (← links)
• Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (Q1757658) (← links)
• Monte Carlo EM estimation for multivariate stable distributions (Q1808689) (← links)
• Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
• Banks' criterion and symmetric stable laws with index of stability between one-half and one (Q1935398) (← links)
• Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
• Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
• Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
• Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo (Q2911650) (← links)
• Multivariate Survival Analysis with Positive Stable Frailties (Q4666624) (← links)