Pages that link to "Item:Q3499435"
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The following pages link to Indirect Estimation of α-Stable Distributions and Processes (Q3499435):
Displayed 11 items.
- Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
- The method of simulated quantiles (Q528141) (← links)
- Estimation of stable distributions by indirect inference (Q530608) (← links)
- Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
- Indirect estimation of elliptical stable distributions (Q961425) (← links)
- Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462) (← links)
- Estimating the wrapped stable distribution via indirect inference (Q5055129) (← links)
- Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905) (← links)
- A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (Q6155659) (← links)