Pages that link to "Item:Q3896359"
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The following pages link to Regression-Type Estimation of the Parameters of Stable Laws (Q3896359):
Displayed 50 items.
- EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
- Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
- Why do we need probability distributions with fat tails to describe the surface strain evolution in reinforced concrete flexural members? (Q400120) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- On fractal nature of groundwater level fluctuations due to rainfall process (Q508897) (← links)
- Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038) (← links)
- The method of simulated quantiles (Q528141) (← links)
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Generalized CMR technology as a natural source of objective marketing information (Q544711) (← links)
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- Consistent tests for symmetric stability with finite mean based on the empirical characteristic function (Q707048) (← links)
- Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
- Wavelet-based estimation for univariate stable laws (Q870496) (← links)
- Modeling geodetic processes with Levy \(\alpha\)-stable distribution and FARIMA (Q888381) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- Volatility estimators for discretely sampled Lévy processes (Q997383) (← links)
- Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes (Q1114263) (← links)
- The confounding effects of distribution mixtures on some basic methods for handling stable-Paretian distributions (Q1278070) (← links)
- Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
- Geometric stable laws: Estimation and applications (Q1596880) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
- Discrimination of particulate matter emission sources using stochastic methods (Q1620032) (← links)
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
- The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
- Structural break detection method based on the adaptive regression splines technique (Q1620476) (← links)
- Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data (Q1733281) (← links)
- Analysis of economic growth: structural breaks, superrandomness, and nonlinear forecasting (Q1775313) (← links)
- On the parameters estimators for a discrete analog of the generalized exponential distribution (Q1795469) (← links)
- On estimation and testing goodness of fit for \(m\)-dependent stable sequences (Q1841194) (← 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)
- Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
- A new multiscale Bayesian algorithm for speckle reduction in medical ultrasound images (Q1958606) (← links)
- Assessment of the GPC control quality using non-Gaussian statistical measures (Q2011898) (← links)
- Nonparametric estimation of the kernel function of symmetric stable moving average random functions (Q2042436) (← links)
- Performance estimation when the distribution of inefficiency is unknown (Q2079433) (← 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)
- A novel method for control performance assessment with fractional order signal processing and its application to semiconductor manufacturing (Q2287471) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables (Q2320942) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- Change point analysis based on empirical characteristic functions (Q2499565) (← links)
- Statistical tools for anomaly detection as a part of predictive maintenance in the mining industry (Q2676431) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)