The following pages link to (Q3940660):
Displayed 16 items.
- EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038) (← links)
- Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
- Wavelet-based estimation for univariate stable laws (Q870496) (← links)
- Volatility estimators for discretely sampled Lévy processes (Q997383) (← 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)
- Efficient posterior integration in stable paretian models (Q1580845) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- Performance estimation when the distribution of inefficiency is unknown (Q2079433) (← links)
- On robustness and efficiency of certain statistics involving the empirical characteristic function (Q3598353) (← links)
- On statistical transform methods and their efficiency (Q3681724) (← links)
- A characteristic function-based approach to approximate maximum likelihood estimation (Q5160244) (← links)
- Applying Least Absolute Deviation Regression to Regression-type Estimation of the Index of a Stable Distribution Using the Characteristic Function (Q5860248) (← links)