Pages that link to "Item:Q5255869"
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The following pages link to A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869):
Displaying 12 items.
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores (Q2024469) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
- Statistical inference in the presence of heavy tails (Q2895996) (← links)
- Discussion of S.G. Donald et al. and R. Davidson (Q2895997) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
- LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
