Minimum chi-squared estimation of stable distributions parameters: An application to the Warsaw Stock Exchange (Q5309309): Difference between revisions

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scientific article; zbMATH DE number 5198729

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English	Minimum chi-squared estimation of stable distributions parameters: An application to the Warsaw Stock Exchange	scientific article; zbMATH DE number 5198729

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instance of

scholarly article

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title

Minimum chi-squared estimation of stable distributions parameters: An application to the Warsaw Stock Exchange (English)

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author

Zbigniew Kominek

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published in

Journal of Applied Statistics

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publication date

9 October 2007

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describes a project that uses

SYMSTB

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/02664760120098793

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cites work

Bayesian Inference for Stable Distributions

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A Method for Simulating Stable Random Variables

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Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples

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On the Choice of the Number of Class Intervals in the Application of the Chi Square Test

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Simple consistent estimators of stable distribution parameters

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Modeling asset returns with alternative stable distributions<sup>*</sup>

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The estimation of the parameters of the stable laws

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Q4301585

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Identifiers

zbMATH Open document ID

1346.62106

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DOI

10.1080/02664760120098793

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5309309

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+Bayesian Inference for Stable Distributions
@@ Property / cites work: Bayesian Inference for Stable Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+A Method for Simulating Stable Random Variables
@@ Property / cites work: A Method for Simulating Stable Random Variables / rank @@
+Normal rank
@@ Property / cites work @@
+Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
+Normal rank
@@ Property / cites work @@
+On the Choice of the Number of Class Intervals in the Application of the Chi Square Test
+Normal rank
@@ Property / cites work @@
+Simple consistent estimators of stable distribution parameters
+Normal rank
@@ Property / cites work @@
+Modeling asset returns with alternative stable distributions<sup>*</sup>
+Normal rank
@@ Property / cites work @@
+The estimation of the parameters of the stable laws
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank