Pages that link to "Item:Q3842861"

The following pages link to Estimating mixtures of normal distributions via empirical characteristic function (Q3842861):

Displaying 10 items.

• Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038) (← links)
• Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
• Tests for normal mixtures based on the empirical characteristic function (Q957196) (← links)
• Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters (Q3086358) (← links)
• Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
• Estimation of the stochastic conditional duration model via alternative methods (Q3548526) (← links)
• An Efficient Estimation for Switching Regression Models: A Monte Carlo Study (Q3590015) (← links)
• Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function (Q5039821) (← links)
• (Q5179070) (← links)
• Testing for normality with panel data (Q5300769) (← links)