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

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