Pages that link to "Item:Q5621859"
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The following pages link to Parameter Estimates for Symmetric Stable Distributions (Q5621859):
Displayed 50 items.
- Estimation of the parameters of fractional-stable laws by the method of minimum distance (Q267631) (← links)
- Study of on-line measurement of traffic self-similarity (Q300954) (← links)
- Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- The method of simulated quantiles (Q528141) (← links)
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Estimation of stable distributions by indirect inference (Q530608) (← links)
- FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642) (← links)
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- Stochastic processes adapted by neural networks with application to climate, energy, and finance (Q648255) (← links)
- Are exchange rate changes normally distributed? (Q674063) (← links)
- Wavelet-based estimation for univariate stable laws (Q870496) (← links)
- Method-of-moments estimators of stable distribution parameters (Q1157643) (← links)
- The confounding effects of distribution mixtures on some basic methods for handling stable-Paretian distributions (Q1278070) (← links)
- Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
- General framework for pricing derivative securities (Q1346157) (← links)
- Geometric stable laws: Estimation and applications (Q1596880) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Testing the stable Paretian assumption (Q1600528) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions (Q1659482) (← links)
- Efficiency of a certain modification of the studentized range of symmetric stable random variables (Q1708341) (← links)
- Recent results in applications and processing of \(\alpha\)-stable-distributed time series (Q1925048) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Inference for vast dimensional elliptical distributions (Q2259103) (← links)
- Learning with correntropy-induced losses for regression with mixture of symmetric stable noise (Q2300760) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift (Q2323177) (← links)
- Nonparametric inference of discretely sampled stable Lévy processes (Q2630086) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Testing that marginal sequences of data are not independent via self-normalization (Q3592335) (← links)
- Minimum-Distance Estimator for Stable Exponent (Q3622067) (← links)
- El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables (Q3880566) (← links)
- Linear regression with stably distributed residuals (Q4275793) (← links)
- Modeling asset returns with alternative stable distributions<sup>*</sup> (Q4286238) (← links)
- Best monotone M-estimators (Q4470647) (← links)
- A Median-Unbiased Estimator of the Characteristic Exponent of a Symmetric Stable Distribution (Q4521569) (← links)
- Models of asset returns: changes of pattern from high to low event frequency (Q4610244) (← links)
- Testing for stability based on the empirical characteristic funstion with applications to financial data (Q4949760) (← links)
- Explicit and combined estimators for parameters of stable distributions (Q5023858) (← links)
- Estimation of the parameters of multivariate stable distributions (Q5042175) (← links)
- The ECF-WS estimator for univariate symmetric stable distributions with application in seismic trace signals (Q5055225) (← links)
- A Bayesian approach for estimating the parameters of an <i>α</i>-stable distribution (Q5065298) (← links)
- Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws (Q5129830) (← links)
- Parameter Estimation of Stable Distributions (Q5201486) (← links)
- Wavelet-based estimation for multivariate stable laws (Q5220811) (← links)
- Measure of location-based estimators in simple linear regression (Q5222438) (← links)
- Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (Q5402586) (← links)