Simulation and Estimation of the Meixner Distribution (Q3616251)

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Simulation and Estimation of the Meixner Distribution
scientific article

    Statements

    title
    Simulation and Estimation of the Meixner Distribution (English)
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    author
    Matteo Grigoletto
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    Corrado Provasi
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    publication date
    24 March 2009
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    zbMATH Keywords
    APARCH model
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    bootstrap
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    goodness of fit
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    Johnson translation system
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    maximum likelihood estimation
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    rejection method
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    cites work
    Q3723577
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    Q4219536
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    Identifiers

    Mathematics Subject Classification ID
    62E15
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    62P05
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    62F10
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    65C60
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    62M10
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    62F40
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    zbMATH DE Number
    5532393
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    OpenAlex ID
    W1992257622
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