Pages that link to "Item:Q3928817"
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The following pages link to An iterative procedure for the estimation of the parameters of stable laws (Q3928817):
Displayed 35 items.
- Study of on-line measurement of traffic self-similarity (Q300954) (← links)
- Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- Wavelet-based estimation for univariate stable laws (Q870496) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← 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)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Discrimination of particulate matter emission sources using stochastic methods (Q1620032) (← links)
- A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions (Q1659482) (← links)
- Recent results in applications and processing of \(\alpha\)-stable-distributed time series (Q1925048) (← links)
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← 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)
- Fast parallel \(\alpha \)-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs (Q2361484) (← links)
- Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
- Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function (Q3178648) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- On robustness and efficiency of certain statistics involving the empirical characteristic function (Q3598353) (← links)
- Asymptotic distribution of regression type estimators of parameters of stable laws (Q3968290) (← links)
- Linear regression with stably distributed residuals (Q4275793) (← links)
- Influence for empirical transforms (Q4275864) (← links)
- Modeling asset returns with alternative stable distributions<sup>*</sup> (Q4286238) (← links)
- The Variance Ratio Test with Stable Paretian Errors (Q4544841) (← links)
- Testing for stability based on the empirical characteristic funstion with applications to financial data (Q4949760) (← links)
- Explicit and combined estimators for parameters of stable distributions (Q5023858) (← links)
- Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462) (← links)
- Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905) (← links)
- Empirical cumulant function based parameter estimation in stable laws (Q5224271) (← links)
- Inference based on adaptive grid selection of probability transforms (Q5739688) (← links)
- A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111) (← links)
- On highly skewed fractional log‐stable noise sequences and their application (Q6135351) (← links)
- WITHDRAWAL SUCCESS ESTIMATION (Q6182053) (← links)