The following pages link to (Q4269648):
Displayed 5 items.
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
- Smoothed estimates for models with random coefficients and infinite variance innovations (Q1765004) (← links)
- Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
- Practical computing for finite moment log-stable distributions to model financial risk (Q5963822) (← links)