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Cites work
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- scientific article; zbMATH DE number 4088697 (Why is no real title available?)
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- scientific article; zbMATH DE number 1301881 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 3103824 (Why is no real title available?)
- A Method for Simulating Stable Random Variables
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- An approximate method for generating asymmetric random variables
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- Bayesian Inference for Stable Distributions
- Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach
- Computing the probability density function of the stable Paretian distribution
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- ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
- Estimation in Univariate and Multivariate Stable Distributions
- Estimation of stable distributions by indirect inference
- Fractionally integrated generalized autoregressive conditional heteroskedasticity
- Indirect Estimation of α-Stable Distributions and Processes
- Method-of-moments estimators of stable distribution parameters
- On power transformations to symmetry
- On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution
- On the relation between GARCH and stable processes
- Parameter Estimates for Symmetric Stable Distributions
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- Regression-Type Estimation of the Parameters of Stable Laws
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- Simulated Moments Estimation of Markov Models of Asset Prices
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Cited in
(20)- The sparse method of simulated quantiles: An application to portfolio optimization
- Matching a distribution by matching quantiles estimation
- Matching distributions for survival data
- Bayesian analysis of multivariate stable distributions using one-dimensional projections
- General matching quantiles M-estimation
- Monte Carlo evidence on the estimation method for industry dynamics
- Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions
- Estimation for multivariate stable distributions with generalized empirical likelihood
- On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions
- The modified Yule-Walker method for \(\alpha\)-stable time series models
- Efficient inference about the tail weight in multivariate Student \(t\) distributions
- Sequential estimation of shape parameters in multivariate dynamic models
- Inference for vast dimensional elliptical distributions
- Parametric estimation of tempered stable laws
- Bivariate sub-Gaussian model for stock index returns
- Estimating stable latent factor models by indirect inference
- Large deviations for method-of-quantiles estimators of one-dimensional parameters
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
- Predicting disease risks by matching quantiles estimation for censored data
- Observation-driven filtering of time-varying parameters using moment conditions
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