Pages that link to "Item:Q3157837"

The following pages link to Empirical Characteristic Function Estimation and Its Applications (Q3157837):

Displaying 38 items.

• EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
• Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
• Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038) (← links)
• Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
• Estimating the codifference function of linear time series models with infinite variance (Q537535) (← links)
• Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
• Optimal portfolios with end-of-period target (Q764803) (← links)
• Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
• Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
• Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions (Q929715) (← links)
• Fourier methods for testing multivariate independence (Q1023517) (← links)
• A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627) (← links)
• The indirect continuous-GMM estimation (Q1623544) (← links)
• Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
• The split-SV model (Q1659144) (← links)
• Tempered stable Lévy motion driven by stable subordinator (Q1673024) (← links)
• First passage time of a Lévy degradation model with random effects (Q1739386) (← links)
• Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
• Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
• Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
• Noise-indicator nonnegative integer-valued autoregressive time series of the first order (Q1994032) (← links)
• Pricing power exchange options with Hawkes jump diffusion processes (Q2031319) (← links)
• The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
• Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
• Moment-type estimation from grouped samples (Q2322577) (← links)
• Characteristic Function-based Semiparametric Inference for Skew-symmetric Models (Q2852623) (← links)
• Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters (Q3086358) (← links)
• Rotational invariance of stochastic processes with application to fractional dynamics (Q3301760) (← links)
• CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES (Q3393977) (← links)
• An Efficient Estimation for Switching Regression Models: A Monte Carlo Study (Q3590015) (← links)
• A Reparameterized Weighted Lindley Distribution: Properties, Estimation and Applications (Q5009659) (← links)
• Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
• Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (Q5111781) (← links)
• On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)
• Spline local basis methods for nonparametric density estimation (Q6158228) (← links)
• Subexponentialiy of densities of infinitely divisible distributions (Q6165212) (← links)
• Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)
• A mutually exciting rough jump-diffusion for financial modelling (Q6495741) (← links)