Pages that link to "Item:Q1846316"
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The following pages link to On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution (Q1846316):
Displaying 50 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)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
- Applications of a General Stable Law Regression Model (Q3592648) (← links)
- Modeling asset returns with alternative stable distributions<sup>*</sup> (Q4286238) (← links)
- Explicit and combined estimators for parameters of stable distributions (Q5023858) (← links)
- Principal component analysis for <i>α</i>-stable vectors (Q5042123) (← links)
- Asymptotics of maximum likelihood estimation for stable law with continuous parameterization (Q5078578) (← links)
- Some analytical results on bivariate stable distributions with an application in operational risk (Q5092649) (← links)
- Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws (Q5129830) (← 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)
- Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives (Q5201480) (← links)
