Pages that link to "Item:Q4807306"

The following pages link to EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION (Q4807306):

Displaying 21 items.

• Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038) (← links)
• Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
• Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
• Spectral analysis for intrinsic time processes (Q1038430) (← links)
• The indirect continuous-GMM estimation (Q1623544) (← links)
• Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method (Q1623676) (← links)
• Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
• The split-SV model (Q1659144) (← links)
• Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
• Robust and consistent estimation of nonlinear errors-in-variables models (Q1858959) (← 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)
• The compound truncated Poisson Cauchy model: a descriptor for multimodal data (Q2178391) (← links)
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
• Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters (Q3086358) (← links)
• Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← 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 MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)