Pages that link to "Item:Q3753263"
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The following pages link to Simple consistent estimators of stable distribution parameters (Q3753263):
Displaying 50 items.
- Study of on-line measurement of traffic self-similarity (Q300954) (← links)
- On the applicability of the random walk model with stable steps for forecasting the dynamics of prices of financial tools in the Russian market (Q308594) (← links)
- Why do we need probability distributions with fat tails to describe the surface strain evolution in reinforced concrete flexural members? (Q400120) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← 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)
- FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642) (← links)
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- Precise tabulation of the maximally-skewed stable distributions and densities (Q673281) (← links)
- A testable version of the Pareto-Stable CAPM (Q699422) (← links)
- Wavelet-based estimation for univariate stable laws (Q870496) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
- Testing for independence in heavy-tailed time series using the codifference function (Q961960) (← links)
- Two approaches to adaptation of sample myriad to characteristics of \(S\alpha S\) distribution data (Q985522) (← links)
- Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach (Q1019893) (← links)
- The confounding effects of distribution mixtures on some basic methods for handling stable-Paretian distributions (Q1278070) (← links)
- A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
- Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
- The theory of geometric stable distributions and its use in modeling financial data (Q1330574) (← links)
- Option pricing for a logstable asset price model (Q1596871) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Geometric stable laws: Estimation and applications (Q1596880) (← 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)
- Estimation of stable spectral measures (Q1600530) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- \(U\)-statistic for multivariate stable distributions (Q1658072) (← links)
- A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions (Q1659482) (← links)
- Variational Bayes with synthetic likelihood (Q1704030) (← links)
- Timing portfolio strategies with exponential Lévy processes (Q1722752) (← links)
- Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (Q1757658) (← links)
- Codifference as a practical tool to measure interdependence (Q1783336) (← links)
- On estimation and testing goodness of fit for \(m\)-dependent stable sequences (Q1841194) (← links)
- Generalized stable models for financial asset returns (Q1919502) (← links)
- Recent results in applications and processing of \(\alpha\)-stable-distributed time series (Q1925048) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
- Stable and generalized-\(t\) distributions and applications (Q1948247) (← links)
- Nonparametric estimation of the kernel function of symmetric stable moving average random functions (Q2042436) (← links)
- Series representation of jointly \(S \alpha S\) distribution via symmetric covariations (Q2046908) (← links)
- Moment-based estimation for parameters of general inverse subordinator (Q2069194) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
- Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
