Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2012.08.017
@@ Property / DOI: 10.1016/j.jeconom.2012.08.017 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E07
@@ Property / Mathematics Subject Classification ID: 60E07 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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@@ Property / zbMATH DE Number @@
+6714812
@@ Property / zbMATH DE Number: 6714812 / rank @@
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@@ Property / zbMATH Keywords @@
+characteristic function
@@ Property / zbMATH Keywords: characteristic function / rank @@
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@@ Property / zbMATH Keywords @@
+CR discrepancy
@@ Property / zbMATH Keywords: CR discrepancy / rank @@
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@@ Property / zbMATH Keywords @@
+estimating function
@@ Property / zbMATH Keywords: estimating function / rank @@
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@@ Property / zbMATH Keywords @@
+generalized empirical likelihood
@@ Property / zbMATH Keywords: generalized empirical likelihood / rank @@
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@@ Property / zbMATH Keywords @@
+multivariate stable distribution
@@ Property / zbMATH Keywords: multivariate stable distribution / rank @@
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@@ Property / describes a project that uses @@
+STABLE
@@ Property / describes a project that uses: STABLE / rank @@
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+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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+W2045362450
@@ Property / OpenAlex ID: W2045362450 / rank @@
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@@ Property / cites work @@
+CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS"
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@@ Property / cites work @@
+Approximation of multidimensional stable densities
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@@ Property / cites work @@
+MULTIVARIATE STABLE FUTURES PRICES
@@ Property / cites work: MULTIVARIATE STABLE FUTURES PRICES / rank @@
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@@ Property / cites work @@
+Q3687500
@@ Property / cites work: Q3687500 / rank @@
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@@ Property / cites work @@
+Inference for vast dimensional elliptical distributions
+Normal rank
@@ Property / cites work @@
+The method of simulated quantiles
@@ Property / cites work: The method of simulated quantiles / rank @@
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@@ Property / cites work @@
+On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter Estimates for Symmetric Stable Distributions
+Normal rank
@@ Property / cites work @@
+Q3902322
@@ Property / cites work: Q3902322 / rank @@
+Normal rank
@@ Property / cites work @@
+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
+Normal rank
@@ Property / cites work @@
+Q4247109
@@ Property / cites work: Q4247109 / rank @@
+Normal rank
@@ Property / cites work @@
+Regression-Type Estimation of the Parameters of Stable Laws
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@@ Property / cites work @@
+An iterative procedure for the estimation of the parameters of stable laws
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@@ Property / cites work @@
+Indirect estimation of elliptical stable distributions
+Normal rank
@@ Property / cites work @@
+Simple consistent estimators of stable distribution parameters
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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@@ Property / cites work @@
+Maximum likelihood estimation of stable Paretian models.
+Normal rank
@@ Property / cites work @@
+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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@@ Property / cites work @@
+Numerical calculation of stable densities and distribution functions
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@@ Property / cites work @@
+Q2738737
@@ Property / cites work: Q2738737 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of stable spectral measures
@@ Property / cites work: Estimation of stable spectral measures / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical likelihood ratio confidence intervals for a single functional
+Normal rank
@@ Property / cites work @@
+Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis.
+Normal rank
@@ Property / cites work @@
+Estimation in Univariate and Multivariate Stable Distributions
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@@ Property / cites work @@
+Empirical likelihood and general estimating equations
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@@ Property / cites work @@
+Portfolio management with stable distributions
@@ Property / cites work: Portfolio management with stable distributions / rank @@
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@@ Property / cites work @@
+Q4306152
@@ Property / cites work: Q4306152 / rank @@
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@@ Property / cites work @@
+Monte Carlo EM estimation for multivariate stable distributions
+Normal rank
@@ Property / cites work @@
+Empirical Characteristic Function Estimation and Its Applications
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@@ Property / DOI @@
+.1016/J.JECONOM.2012.08.017
@@ Property / DOI: 10.1016/J.JECONOM.2012.08.017 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:528142