Pages that link to "Item:Q4067899"

The following pages link to The estimation of the parameters of the stable laws (Q4067899):

Displaying 49 items.

• EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
• Estimation of the parameters of fractional-stable laws by the method of minimum distance (Q267631) (← links)
• Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
• Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038) (← links)
• The method of simulated quantiles (Q528141) (← links)
• Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
• Wavelet-based estimation for univariate stable laws (Q870496) (← links)
• Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach (Q1019484) (← links)
• Parameter estimation using transform estimation in time-evolving models (Q1131819) (← links)
• Method-of-moments estimators of stable distribution parameters (Q1157643) (← links)
• Comparison of estimators in stable models. (Q1596874) (← links)
• Geometric stable laws: Estimation and applications (Q1596880) (← links)
• Stable modeling of value at risk (Q1600544) (← links)
• Nonparametric estimation for compound Poisson process via variational analysis on measures (Q1703856) (← links)
• Analysis of economic growth: structural breaks, superrandomness, and nonlinear forecasting (Q1775313) (← links)
• Recent results in applications and processing of \(\alpha\)-stable-distributed time series (Q1925048) (← links)
• An estimation procedure for the Linnik distribution (Q1926095) (← links)
• Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
• Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
• Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
• Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws (Q2157427) (← links)
• The compound truncated Poisson Cauchy model: a descriptor for multimodal data (Q2178391) (← links)
• Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables (Q2320942) (← links)
• Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift (Q2323177) (← links)
• Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
• Estimation of the stochastic conditional duration model via alternative methods (Q3548526) (← links)
• An Efficient Estimation for Switching Regression Models: A Monte Carlo Study (Q3590015) (← links)
• Minimum-Distance Estimator for Stable Exponent (Q3622067) (← links)
• Estimation of mixing proportions via distance between characteristic functions (Q3666053) (← links)
• An omnibus test for the two-sample problem using the empirical characteristic function (Q3749937) (← links)
• Tests for normality in stable laws (Q3920455) (← links)
• An iterative procedure for the estimation of the parameters of stable laws (Q3928817) (← links)
• Asymptotic distribution of regression type estimators of parameters of stable laws (Q3968290) (← links)
• Maximum Likelihood Estimates of Symmetric Stable Distribution Parameters (Q4019144) (← links)
• Tests for the Chacteristic Exponent and the Scale Parameter of Symmetric Stable Distributions (Q4019145) (← links)
• Linear regression with stably distributed residuals (Q4275793) (← links)
• Influence for empirical transforms (Q4275864) (← links)
• Modeling asset returns with alternative stable distributions^* (Q4286238) (← links)
• (Q4512130) (← links)
• Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates (Q4925441) (← links)
• Estimation of the parameters of multivariate stable distributions (Q5042175) (← links)
• Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws (Q5129830) (← links)
• Empirical cumulant function based parameter estimation in stable laws (Q5224271) (← links)
• Minimum chi-squared estimation of stable distributions parameters: An application to the Warsaw Stock Exchange (Q5309309) (← links)
• Estimation and Simulation of the Riesz-Bessel Distribution (Q5697387) (← links)
• Applying Least Absolute Deviation Regression to Regression-type Estimation of the Index of a Stable Distribution Using the Characteristic Function (Q5860248) (← links)
• Multiple subordinated modeling of asset returns: Implications for option pricing (Q5861032) (← links)
• Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) (← links)
• Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data (Q6581658) (← links)