On Some Fourier Methods for Inference
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Cited in
(48)- A bound for estimation in nonlinear time series models by independence testing methods
- Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
- Monte Carlo inference in econometric models with symmetric stable disturbances
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
- Spectral GMM estimation of continuous-time processes
- Efficient and robust estimation for the one-sided stable distribution of index \({1}/{2}\)
- Efficient posterior integration in stable paretian models
- Integrated squared error estimation of Cauchy parameters
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models
- Nonparametric estimation for compound Poisson process via variational analysis on measures
- First passage time of a Lévy degradation model with random effects
- Asymptotic properties of symmetric stable distributions with small index
- A spectral estimation of tempered stable stochastic volatility models and option pricing
- Inference procedures for stable-Paretian stochastic volatility models
- Parameter estimation and model testing for Markov processes via conditional characteristic functions
- Performance estimation when the distribution of inefficiency is unknown
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes
- Transform martingale estimating functions
- A characteristic function approach to the biased sampling model, with application to robust logistic regression
- On the empirical characteristic function process of the residuals in GARCH models and applications
- Ergodic theorems for extended real-valued random variables
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations
- ECF estimation of Markov models where the transition density is unknown
- Empirical Characteristic Function Estimation and Its Applications
- An efficiency result for the empirical characteristic function in stationary time-series models
- Estimation of the stochastic conditional duration model via alternative methods
- Comments on: ``An updated review of goodness-of-fit tests for regression models
- On statistical transform methods and their efficiency
- Estimating mixtures of normal distributions via empirical characteristic function
- Multivariate empirical characteristic functions
- The role of probability generating functions for estimation in incompletely observed random walks
- A characteristic function-based approach to approximate maximum likelihood estimation
- Generalized method of moments for an extended gamma process
- Maximum likelihood estimation of stochastic frontier models by the Fourier transform
- Parametric Estimation for Subordinators and Induced OU Processes
- On Robust and Efficient Estimation of the Center of Symmetry
- On inference from Markov chain macro-data using transforms
- A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
- Applying least absolute deviation regression to regression-type estimation of the index of a stable distribution using the characteristic function
- Estimation of affine asset pricing models using the empirical characteristic function
- Statistical methods of estimation and testing of hypotheses. Transl. from the Russian
- Nonparametric estimation for Lévy processes from low-frequency observations
- Efficient estimation using the characteristic function
- Optimal design approach to GMM estimation of parameters based on empirical transforms
- Observer-based source localization in tree infection networks via Laplace transforms
- Two statistical problems for multivariate mixture distributions
- Wavelet-based estimation for univariate stable laws
- Methods of characteristic functions in problems of statistical estimation by censored samples
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