The method of simulated quantiles
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Publication:528141
DOI10.1016/j.jeconom.2012.08.010zbMath1443.62442OpenAlexW3122502467MaRDI QIDQ528141
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/230859/3/2010-008_DOMINICY_VEREDAS-themethod.pdf
Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)
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