Q5179070 (Q5179070): Difference between revisions

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+GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
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+A Method for Simulating Stable Random Variables
@@ Property / cites work: A Method for Simulating Stable Random Variables / rank @@
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+MULTIVARIATE STABLE FUTURES PRICES
@@ Property / cites work: MULTIVARIATE STABLE FUTURES PRICES / rank @@
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+Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
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+Portfolio Analysis in a Stable Paretian Market
@@ Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank @@
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+A simple general approach to inference about the tail of a distribution
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+Q4303969
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+Normal rank
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+Regression-Type Estimation of the Parameters of Stable Laws
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+Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns
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+Simple consistent estimators of stable distribution parameters
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+Estimation of the bivariate stable spectral representation by the projection method
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+Tail estimation of the stable index \(\alpha\)
@@ Property / cites work: Tail estimation of the stable index \(\alpha\) / rank @@
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+A simple estimator for the characteristic exponent of the stable Paretian distribution
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+Q2738737
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+Normal rank
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+Data analysis for heavy tailed multivariate samples
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+Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis.
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+Q4301585
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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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+Estimating mixtures of normal distributions via empirical characteristic function
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