Pages that link to "Item:Q528142"

The following pages link to Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142):

Displaying 13 items.

• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
• Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
• The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
• \(U\)-statistic for multivariate stable distributions (Q1658072) (← links)
• Estimating stable latent factor models by indirect inference (Q1754526) (← links)
• Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
• On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions (Q2352400) (← links)
• Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
• Estimation of the parameters of multivariate stable distributions (Q5042175) (← links)
• Some analytical results on bivariate stable distributions with an application in operational risk (Q5092649) (← links)
• CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
• The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
• Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)