Inference for the generalized normal Laplace distribution
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Cites work
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
- An Improved Version of the Quandt-Ramsey MGF Estimator for Mixtures of Normal Distributions and Switching Regressions
- Brownian–Laplace Motion and Its Use in Financial Modelling
- EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION
- Empirical Characteristic Function Estimation and Its Applications
- Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
- General quadratic distance methods for discrete distributions definable recursively.
- Inference for the positive stable laws based on a special quadratic distance
- Minimum-distance methods based on quadratic distances for transforms
- On statistical transform methods and their efficiency
- Realistic Statistical Modelling of Financial Data
- Testing for the generalized normal-Laplace distribution with applications
- The empirical characteristic function and its applications
- The integrated squared error estimation of parameters
- Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method
Cited in
(6)- A characterization of the generalized Laplace distribution by constant regression on the sample mean
- Simulation and Estimation of the Meixner Distribution
- Parameter estimation of the alpha-stable distribution and applications to financial data
- The compound truncated Poisson Cauchy model: a descriptor for multimodal data
- Compound truncated Poisson gamma distribution for understanding multimodal SAR intensities
- Testing for the generalized normal-Laplace distribution with applications
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