Estimation in Univariate and Multivariate Stable Distributions

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Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
Method-of-moments estimators of stable distribution parameters
The weak approximation of the empirical characteristic function process when parameters are estimated
A multivariate Linnik distribution
Estimating the noise parameters from observations of a linear process with stable innovations
Monte Carlo inference in econometric models with symmetric stable disturbances
Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis.
Efficient posterior integration in stable paretian models
Comparison of estimators in stable models.
Test of association between multivariate stable vectors.
Geometric stable laws: Estimation and applications
Safety-first analysis and stable Paretian approach to portfolio choice theory
Estimation of stable spectral measures
Stable modeling of value at risk
Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale
Filtering and estimation for a class of stochastic volatility models with intractable likelihoods
Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions
Monte Carlo EM estimation for multivariate stable distributions
Estimation problems for distributions with heavy tails
Asymptotic properties of symmetric stable distributions with small index
Recent results in applications and processing of -stable-distributed time series
An estimation procedure for the Linnik distribution
Applications of the characteristic function-based continuum GMM in finance
Likelihood-free Bayesian inference for \(\alpha\)-stable models
Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations
Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics
Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws
The compound truncated Poisson Cauchy model: a descriptor for multimodal data
Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift
Random weighting estimation of stable exponent
Change point analysis based on empirical characteristic functions
Nonparametric inference of discretely sampled stable Lévy processes
Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution
Quantifying Model Uncertainties in Complex Systems
Study of on-line measurement of traffic self-similarity
MULTIVARIATE STABLE FUTURES PRICES
Empirical Characteristic Function Estimation and Its Applications
Parameter Estimation for the Discrete Stable Family
On robustness and efficiency of certain statistics involving the empirical characteristic function
Minimum-Distance Estimator for Stable Exponent
Weighted discrepancies and maximum likelihood estimation for discrete distributions
Integer valued stable random variables
El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables
Modeling asset returns with alternative stable distributions^*
Goodness of fit tests for discrete distributions
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
Nonparametric estimation of periodic signal disturbed by α-stable noises
Estimation of the parameters of multivariate stable distributions
The ECF-WS estimator for univariate symmetric stable distributions with application in seismic trace signals
Empirical characteristic functions-based estimation and distance correlation for locally stationary processes
Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise
Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws
Parameter Estimation of Stable Distributions
Wavelet-based estimation for multivariate stable laws
Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation
Empirical cumulant function based parameter estimation in stable laws
Maximum likelihood estimation of stochastic frontier models by the Fourier transform
The method of simulated quantiles
Estimation for multivariate stable distributions with generalized empirical likelihood
Mixture models in view of evidential analysis
Estimation of the precision matrix of a multivariate elliptically contoured stable distribution
On inference from Markov chain macro-data using transforms
Estimation and Simulation of the Riesz-Bessel Distribution
Modeling chinese stock returns with stable distribution
Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data
Parameter estimation of the alpha-stable distribution and applications to financial data
Traffic count data analysis using mixtures of Kato-Jones distributions
On estimation of skewed stable linear regression
Estimation of the multivariate symmetric stable distribution using the method of moments
Automatic deforestation detectors based on frequentist statistics and their extensions for other spatial objects
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data
Pointwise and local uniform efficiency of the kernel estimator of the characteristic function
Consistent tests for symmetric stability with finite mean based on the empirical characteristic function
Spectral estimation of the fractional order of a Lévy process
Wavelet-based estimation for univariate stable laws
Bayesian analysis of multivariate stable distributions using one-dimensional projections
Tests for normal mixtures based on the empirical characteristic function
Volatility estimators for discretely sampled Lévy processes

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