Pages that link to "Item:Q1921190"

The following pages link to Tail estimation of the stable index \(\alpha\) (Q1921190):

Displaying 8 items.

• A testable version of the Pareto-Stable CAPM (Q699422) (← links)
• Comparison of estimators in stable models. (Q1596874) (← links)
• A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
• Test of association between multivariate stable vectors. (Q1596878) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• Stable modeling of value at risk (Q1600544) (← links)
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
• Random weighting estimation of stable exponent (Q2450853) (← links)