Pages that link to "Item:Q5674787"
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The following pages link to Estimation in Univariate and Multivariate Stable Distributions (Q5674787):
Displayed 50 items.
- Study of on-line measurement of traffic self-similarity (Q300954) (← links)
- Integer valued stable random variables (Q386280) (← links)
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
- Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- The method of simulated quantiles (Q528141) (← links)
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- On inference from Markov chain macro-data using transforms (Q546106) (← links)
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- Consistent tests for symmetric stability with finite mean based on the empirical characteristic function (Q707048) (← links)
- Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
- Wavelet-based estimation for univariate stable laws (Q870496) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- Tests for normal mixtures based on the empirical characteristic function (Q957196) (← links)
- Volatility estimators for discretely sampled Lévy processes (Q997383) (← links)
- Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes (Q1114263) (← links)
- Method-of-moments estimators of stable distribution parameters (Q1157643) (← links)
- The weak approximation of the empirical characteristic function process when parameters are estimated (Q1185786) (← links)
- A multivariate Linnik distribution (Q1199006) (← links)
- Estimating the noise parameters from observations of a linear process with stable innovations (Q1205454) (← links)
- Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
- Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis. (Q1426342) (← links)
- Efficient posterior integration in stable paretian models (Q1580845) (← links)
- Comparison of estimators in stable models. (Q1596874) (← links)
- Test of association between multivariate stable vectors. (Q1596878) (← links)
- Geometric stable laws: Estimation and applications (Q1596880) (← links)
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- Estimation of stable spectral measures (Q1600530) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
- Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (Q1757658) (← links)
- Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions (Q1789037) (← links)
- Monte Carlo EM estimation for multivariate stable distributions (Q1808689) (← links)
- Estimation problems for distributions with heavy tails (Q1883277) (← links)
- Asymptotic properties of symmetric stable distributions with small index (Q1917615) (← 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)
- Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← 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)
- Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift (Q2323177) (← links)
- Random weighting estimation of stable exponent (Q2450853) (← links)
- Change point analysis based on empirical characteristic functions (Q2499565) (← links)
- Nonparametric inference of discretely sampled stable Lévy processes (Q2630086) (← links)
- Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution (Q2673839) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)