Pages that link to "Item:Q3126228"

The following pages link to MULTIVARIATE STABLE FUTURES PRICES (Q3126228):

Displaying 23 items.

• Regularity theory for general stable operators (Q266400) (← links)
• Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
• A testable version of the Pareto-Stable CAPM (Q699422) (← links)
• Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates (Q712533) (← links)
• On continuity of the Pearson statistic and sample quantiles (Q853832) (← links)
• Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
• Indirect estimation of elliptical stable distributions (Q961425) (← links)
• Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities (Q1036783) (← links)
• Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis. (Q1426342) (← links)
• Multivariate geometric stable distributions in financial applications. (Q1596867) (← links)
• Test of association between multivariate stable vectors. (Q1596878) (← links)
• Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
• Estimation of stable spectral measures (Q1600530) (← links)
• Stable modeling of value at risk (Q1600544) (← links)
• Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
• Estimating stable latent factor models by indirect inference (Q1754526) (← links)
• Monte Carlo EM estimation for multivariate stable distributions (Q1808689) (← links)
• Tail estimation of the stable index \(\alpha\) (Q1921190) (← links)
• Spectral covariance and limit theorems for random fields with infinite variance (Q2374405) (← links)
• Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
• The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)