scientific article; zbMATH DE number 1359993
From MaRDI portal
Publication:4269648
zbMath0956.91065MaRDI QIDQ4269648
Jeong-Ryeol Kim, Stefan Mittnik, Svetlozar T. Rachev
Publication date: 9 March 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (5)
Exact confidence sets and goodness-of-fit methods for stable distributions ⋮ Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration ⋮ Least squares estimators for stochastic differential equations driven by small Lévy noises ⋮ Smoothed estimates for models with random coefficients and infinite variance innovations ⋮ Practical computing for finite moment log-stable distributions to model financial risk
This page was built for publication: