Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws (Q5129830): Difference between revisions

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scientific article; zbMATH DE number 7269042

Language	Label	Description	Also known as
English	Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws	scientific article; zbMATH DE number 7269042

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instance of

scholarly article

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title

Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws (English)

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Chaos: An Interdisciplinary Journal of Nonlinear Science

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publication date

2 November 2020

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full work available at URL

https://arxiv.org/abs/2005.11499

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zbMATH Keywords

characteristic function-based parameter estimation

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describes a project that uses

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MaRDI publication profile

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cites work

Q5829358

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An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution

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On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution

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Maximum Likelihood Estimates of Symmetric Stable Distribution Parameters

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Maximum likelihood estimation of stable Paretian models.

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Q2738737

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A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions

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Parameter Estimates for Symmetric Stable Distributions

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Simple consistent estimators of stable distribution parameters

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Density parameter estimation of skewed α-stable distributions

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Q4456459

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Regression-Type Estimation of the Parameters of Stable Laws

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Estimation in Univariate and Multivariate Stable Distributions

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Empirical cumulant function based parameter estimation in stable laws

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Q4301585

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Q5554207

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Estimation of stable distributions by indirect inference

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Q4247109

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Statistical Tools for Finance and Insurance

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The estimation of the parameters of the stable laws

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Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach

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The integrated squared error estimation of parameters

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On the Chambers-Mallows-Stuck method for simulating skewed stable random variables

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A Method for Simulating Stable Random Variables

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Q3717907

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Numerical calculation of stable densities and distribution functions

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Modeling chinese stock returns with stable distribution

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Identifiers

zbMATH Open document ID

1456.62034

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DOI

10.1063/5.0013148

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5129830

@@ Property / cites work @@
+Q5829358
@@ Property / cites work: Q5829358 / rank @@
+Normal rank
@@ Property / cites work @@
+An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution
+Normal rank
@@ Property / cites work @@
+On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimates of Symmetric Stable Distribution Parameters
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of stable Paretian models.
+Normal rank
@@ Property / cites work @@
+Q2738737
@@ Property / cites work: Q2738737 / rank @@
+Normal rank
@@ Property / cites work @@
+A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions
+Normal rank
@@ Property / cites work @@
+Parameter Estimates for Symmetric Stable Distributions
+Normal rank
@@ Property / cites work @@
+Simple consistent estimators of stable distribution parameters
+Normal rank
@@ Property / cites work @@
+Density parameter estimation of skewed α-stable distributions
+Normal rank
@@ Property / cites work @@
+Q4456459
@@ Property / cites work: Q4456459 / rank @@
+Normal rank
@@ Property / cites work @@
+Regression-Type Estimation of the Parameters of Stable Laws
+Normal rank
@@ Property / cites work @@
+Estimation in Univariate and Multivariate Stable Distributions
+Normal rank
@@ Property / cites work @@
+Empirical cumulant function based parameter estimation in stable laws
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5554207
@@ Property / cites work: Q5554207 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of stable distributions by indirect inference
+Normal rank
@@ Property / cites work @@
+Q4247109
@@ Property / cites work: Q4247109 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Tools for Finance and Insurance
@@ Property / cites work: Statistical Tools for Finance and Insurance / rank @@
+Normal rank
@@ Property / cites work @@
+The estimation of the parameters of the stable laws
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
+Normal rank
@@ Property / cites work @@
+The integrated squared error estimation of parameters
+Normal rank
@@ Property / cites work @@
+On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
+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 @@
+Q3717907
@@ Property / cites work: Q3717907 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical calculation of stable densities and distribution functions
+Normal rank
@@ Property / cites work @@
+Modeling chinese stock returns with stable distribution
+Normal rank