Empirical Characteristic Function Estimation and Its Applications (Q3157837): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q57259051
@@ Property / Wikidata QID: Q57259051 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter Estimation for Symmetric Stable Distribution
+Normal rank
@@ Property / cites work @@
+On the Sufficient Statistics for Stationary Gaussian Random Processes
+Normal rank
@@ Property / cites work @@
+High-Efficiency Estimation for the Positive Stable Laws
+Normal rank
@@ Property / cites work @@
+Estimation of mixing proportions via distance between characteristic functions
+Normal rank
@@ Property / cites work @@
+Blockwise bootstrapped empirical process for stationary sequences
+Normal rank
@@ Property / cites work @@
+GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
+Normal rank
@@ Property / cites work @@
+Spectral GMM estimation of continuous-time processes
+Normal rank
@@ Property / cites work @@
+Markov chain Monte Carlo methods for stochastic volatility models.
+Normal rank
@@ Property / cites work @@
+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
+Normal rank
@@ Property / cites work @@
+Transform Analysis and Asset Pricing for Affine Jump-diffusions
+Normal rank
@@ Property / cites work @@
+An efficiency result for the empirical characteristic function in stationary time-series models
+Normal rank
@@ Property / cites work @@
+On Some Fourier Methods for Inference
@@ Property / cites work: On Some Fourier Methods for Inference / rank @@
+Normal rank
@@ Property / cites work @@
+The empirical characteristic function and its applications
+Normal rank
@@ Property / cites work @@
+The relative efficiency of method of moments estimators
+Normal rank
@@ Property / cites work @@
+A Markov model for switching regressions
@@ Property / cites work: A Markov model for switching regressions / rank @@
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Analysis of time series subject to changes in regime
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
+Normal rank
@@ Property / cites work @@
+Handbook of econometrics. Vol. 4
@@ Property / cites work: Handbook of econometrics. Vol. 4 / rank @@
+Normal rank
@@ Property / cites work @@
+The integrated squared error estimation of parameters
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
+Normal rank
@@ Property / cites work @@
+EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION
+Normal rank
@@ Property / cites work @@
+Theory &amp; Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method
+Normal rank
@@ Property / cites work @@
+Regression-Type Estimation of the Parameters of Stable Laws
+Normal rank
@@ Property / cites work @@
+An iterative procedure for the estimation of the parameters of stable laws
+Normal rank
@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+On Estimation of a Probability Density Function and Mode
+Normal rank
@@ Property / cites work @@
+Modified weighted squared error estimation procedures with special emphasis on the stable laws
+Normal rank
@@ Property / cites work @@
+The estimation of the parameters of the stable laws
+Normal rank
@@ Property / cites work @@
+Automatic Block-Length Selection for the Dependent Bootstrap
+Normal rank
@@ Property / cites work @@
+An efficient method for finding the minimum of a function of several variables without calculating derivatives
+Normal rank
@@ Property / cites work @@
+Estimation in Univariate and Multivariate Stable Distributions
+Normal rank
@@ Property / cites work @@
+The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
+Normal rank
@@ Property / cites work @@
+Estimating Mixtures of Normal Distributions and Switching Regressions
+Normal rank
@@ Property / cites work @@
+An Improved Version of the Quandt-Ramsey MGF Estimator for Mixtures of Normal Distributions and Switching Regressions
+Normal rank
@@ Property / cites work @@
+Estimation of affine asset pricing models using the empirical characteristic function
+Normal rank
@@ Property / cites work @@
+Statistical analysis of finite mixture distributions
+Normal rank
@@ Property / cites work @@
+Estimating mixtures of normal distributions via empirical characteristic function
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1081/etc-120039605
+Normal rank
@@ Property / OpenAlex ID @@
+W3124075218
@@ Property / OpenAlex ID: W3124075218 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3157837