Pages that link to "Item:Q1846316"

The following pages link to On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution (Q1846316):

Displaying 45 items.

• On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
• Linear and nonlinear regression with stable errors (Q528134) (← links)
• One-step R-estimation in linear models with stable errors (Q528136) (← links)
• Model identification for infinite variance autoregressive processes (Q528139) (← links)
• The method of simulated quantiles (Q528141) (← links)
• Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
• Estimation of stable distributions by indirect inference (Q530608) (← links)
• Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
• Wavelet-based estimation for univariate stable laws (Q870496) (← links)
• The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
• Volatility estimators for discretely sampled Lévy processes (Q997383) (← links)
• Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach (Q1019484) (← links)
• Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach (Q1019893) (← links)
• Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes (Q1114263) (← links)
• Estimating the index of a stable law via the pot-method (Q1304070) (← links)
• Inference for heavy tailed distributions (Q1378778) (← links)
• Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
• Efficient posterior integration in stable paretian models (Q1580845) (← links)
• Comparison of estimators in stable models. (Q1596874) (← links)
• A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
• Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• Testing the stable Paretian assumption (Q1600528) (← links)
• Stable modeling of value at risk (Q1600544) (← links)
• Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
• Asymptotic properties of symmetric stable distributions with small index (Q1917615) (← links)
• Recent results in applications and processing of \(\alpha\)-stable-distributed time series (Q1925048) (← links)
• Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
• Joint estimation for SDE driven by locally stable Lévy processes (Q2192325) (← links)
• Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
• Maximum likelihood estimation for an Ornstein-Uhlenbeck model for neural activity (Q2241467) (← links)
• Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (Q2330528) (← links)
• \(L_2\) differentiability of generalized linear models (Q2343646) (← links)
• Fast parallel \(\alpha \)-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs (Q2361484) (← links)
• Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
• Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
• Modeling fat tails in stock returns: a multivariate stable-GARCH approach (Q2512745) (← links)
• Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498) (← links)
• Asymptotic properties of maximum likelihood estimator for some discrete distributions generated by (Q5148379) (← links)
• On the confidence intervals of parametric functions for Distributions Generated by Symmetric Stable Laws (Q5148611) (← links)
• Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932) (← links)
• A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111) (← links)
• Subexponentialiy of densities of infinitely divisible distributions (Q6165212) (← links)
• Optimal stable Ornstein-Uhlenbeck regression (Q6176241) (← links)