Pages that link to "Item:Q4807306"
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The following pages link to EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION (Q4807306):
Displaying 5 items.
- Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (Q5111781) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
