Pages that link to "Item:Q3914224"

The following pages link to On Some Fourier Methods for Inference (Q3914224):

Displaying 46 items.

• EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
• Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
• Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q364175) (← links)
• Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038) (← links)
• On inference from Markov chain macro-data using transforms (Q546106) (← links)
• Nonparametric estimation for Lévy processes from low-frequency observations (Q605855) (← links)
• Wavelet-based estimation for univariate stable laws (Q870496) (← links)
• Methods of characteristic functions in problems of statistical estimation by censored samples (Q997718) (← links)
• A bound for estimation in nonlinear time series models by independence testing methods (Q1097618) (← links)
• Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes (Q1114263) (← links)
• Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
• Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function (Q1365549) (← links)
• Spectral GMM estimation of continuous-time processes (Q1398981) (← links)
• Efficient and robust estimation for the one-sided stable distribution of index \({1}/{2}\) (Q1427712) (← links)
• Efficient posterior integration in stable paretian models (Q1580845) (← links)
• Integrated squared error estimation of Cauchy parameters (Q1612947) (← links)
• Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
• Nonparametric estimation for compound Poisson process via variational analysis on measures (Q1703856) (← links)
• First passage time of a Lévy degradation model with random effects (Q1739386) (← links)
• Asymptotic properties of symmetric stable distributions with small index (Q1917615) (← links)
• A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145) (← links)
• Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
• Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
• Performance estimation when the distribution of inefficiency is unknown (Q2079433) (← links)
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
• Transform martingale estimating functions (Q2466679) (← links)
• A characteristic function approach to the biased sampling model, with application to robust logistic regression (Q2475754) (← links)
• On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
• Ergodic theorems for extended real-valued random variables (Q2638352) (← links)
• ECF estimation of Markov models where the transition density is unknown (Q3004024) (← links)
• Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
• An efficiency result for the empirical characteristic function in stationary time-series models (Q3482736) (← links)
• Estimation of the stochastic conditional duration model via alternative methods (Q3548526) (← links)
• On statistical transform methods and their efficiency (Q3681724) (← links)
• Estimating mixtures of normal distributions via empirical characteristic function (Q3842861) (← links)
• Multivariate empirical characteristic functions (Q3880005) (← links)
• The role of probability generating functions for estimation in incompletely observed random walks (Q4344826) (← links)
• A characteristic function-based approach to approximate maximum likelihood estimation (Q5160244) (← links)
• Generalized method of moments for an extended gamma process (Q5160288) (← links)
• Parametric Estimation for Subordinators and Induced OU Processes (Q5430623) (← links)
• On Robust and Efficient Estimation of the Center of Symmetry (Q5457963) (← links)
• A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD (Q5719159) (← links)
• Applying Least Absolute Deviation Regression to Regression-type Estimation of the Index of a Stable Distribution Using the Characteristic Function (Q5860248) (← links)
• Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) (← links)
• Statistical methods of estimation and testing of hypotheses. Transl. from the Russian (Q5971130) (← links)
• Optimal design approach to GMM estimation of parameters based on empirical transforms (Q6574237) (← links)