Pages that link to "Item:Q530608"
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The following pages link to Estimation of stable distributions by indirect inference (Q530608):
Displayed 25 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 inference for dynamic panel models (Q530970) (← links)
- Discontinuities in indirect estimation: an application to EAR models (Q959300) (← 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)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (Q1754515) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- The truncated g-and-h distribution: estimation and application to loss modeling (Q2095714) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift (Q2323177) (← links)
- On the existence of strongly consistent indirect estimators when the binding function is compact valued (Q2337044) (← links)
- A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation (Q2446276) (← links)
- Modeling fat tails in stock returns: a multivariate stable-GARCH approach (Q2512745) (← links)
- Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models (Q3391261) (← links)
- Indirect Estimation of α-Stable Distributions and Processes (Q3499435) (← links)
- Estimating large losses in insurance analytics and operational risk using the g-and-h distribution (Q5014251) (← links)
- Estimating the wrapped stable distribution via indirect inference (Q5055129) (← links)
- Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws (Q5129830) (← links)
- Measure of location-based estimators in simple linear regression (Q5222438) (← links)
- Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)