Parameter Estimates for Symmetric Stable Distributions
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(54)- Method-of-moments estimators of stable distribution parameters
- The confounding effects of distribution mixtures on some basic methods for handling stable-Paretian distributions
- Monte Carlo inference in econometric models with symmetric stable disturbances
- General framework for pricing derivative securities
- Geometric stable laws: Estimation and applications
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
- Testing the stable Paretian assumption
- Stable modeling of value at risk
- A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions
- Efficiency of a certain modification of the studentized range of symmetric stable random variables
- Recent results in applications and processing of -stable-distributed time series
- Inference for conditional value-at-risk of a predictive regression
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics
- Modelling tail risk with tempered stable distributions: an overview
- Inference for vast dimensional elliptical distributions
- Learning with correntropy-induced losses for regression with mixture of symmetric stable noise
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost
- Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift
- Nonparametric inference of discretely sampled stable Lévy processes
- Estimation of the parameters of fractional-stable laws by the method of minimum distance
- Quantifying Model Uncertainties in Complex Systems
- Study of on-line measurement of traffic self-similarity
- Multi-objective portfolio optimization considering the dependence structure of asset returns
- Testing that marginal sequences of data are not independent via self-normalization
- Minimum-Distance Estimator for Stable Exponent
- El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables
- Linear regression with stably distributed residuals
- Modeling asset returns with alternative stable distributions*
- Best monotone M-estimators
- A Median-Unbiased Estimator of the Characteristic Exponent of a Symmetric Stable Distribution
- Models of asset returns: changes of pattern from high to low event frequency
- Testing for stability based on the empirical characteristic funstion with applications to financial data
- Explicit and combined estimators for parameters of stable distributions
- Estimation of the parameters of multivariate stable distributions
- The ECF-WS estimator for univariate symmetric stable distributions with application in seismic trace signals
- A Bayesian approach for estimating the parameters of an α-stable distribution
- 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
- Measure of location-based estimators in simple linear regression
- The method of simulated quantiles
- Estimation for multivariate stable distributions with generalized empirical likelihood
- Estimation of stable distributions by indirect inference
- Estimation of the precision matrix of a multivariate elliptically contoured stable distribution
- Applying least absolute deviation regression to regression-type estimation of the index of a stable distribution using the characteristic function
- A family of nonparametric unit root tests for processes driven by infinite variance innovations
- FARIMA with stable innovations model of Great Salt Lake elevation time series
- Modeling chinese stock returns with stable distribution
- Stochastic processes adapted by neural networks with application to climate, energy, and finance
- Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data
- Financial modeling with heavy-tailed stable distributions
- Are exchange rate changes normally distributed?
- Parameter estimation for stable distributions and their mixture
- Wavelet-based estimation for univariate stable laws
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