scientific article; zbMATH DE number 1301883
From MaRDI portal
Publication:4247109
zbMath0946.62019MaRDI QIDQ4247109
Stephen M. Kogon, Douglas B. Williams
Publication date: 29 October 2000
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (22)
Quantifying Model Uncertainties in Complex Systems ⋮ Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws ⋮ A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions ⋮ Wavelet-based estimation for univariate stable laws ⋮ Modeling chinese stock returns with stable distribution ⋮ Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws ⋮ Estimating the parameters of an \({\alpha}\)-stable distribution using the existence of moments of order statistics ⋮ On fractal nature of groundwater level fluctuations due to rainfall process ⋮ Gaussian copula of stable random vectors and application ⋮ Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach ⋮ Estimation for multivariate stable distributions with generalized empirical likelihood ⋮ A heavy-tailed empirical Bayes method for replicated microarray data ⋮ Testing for independence in heavy-tailed time series using the codifference function ⋮ Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition ⋮ Multivariate elliptically contoured stable distributions: theory and estimation ⋮ Parameter Estimation of Stable Distributions ⋮ Wavelet-based estimation for multivariate stable laws ⋮ Empirical cumulant function based parameter estimation in stable laws ⋮ Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift ⋮ Applying Least Absolute Deviation Regression to Regression-type Estimation of the Index of a Stable Distribution Using the Characteristic Function ⋮ Stable modeling of value at risk ⋮ Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics
This page was built for publication: