The following pages link to Note on the inversion theorem (Q5808638):
Displaying 50 items.
- Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion (Q96848) (← links)
- Panel data analysis with heterogeneous dynamics (Q130132) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches (Q506065) (← links)
- Direct density estimation of \(L\)-estimates via characteristic functions with applications (Q645627) (← links)
- On deconvolution of distribution functions (Q661165) (← links)
- Computation of the asymptotic null distribution of goodness-of-fit tests for multi-state models (Q745981) (← links)
- Deconvolution of cumulative distribution function with unknown noise distribution (Q829579) (← links)
- Near-exact distributions for the independence and sphericity likelihood ratio test statistics (Q847414) (← links)
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
- The numerical evaluation of the probability density function of a quadratic form in normal variables (Q1010546) (← links)
- Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games (Q1046826) (← links)
- The Fourier-series method for inverting transforms of probability distributions (Q1183689) (← links)
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) (← links)
- Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520) (← links)
- Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom (Q1612969) (← links)
- Approximation and simulation of infinite-dimensional Lévy processes (Q1617261) (← links)
- Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
- Improved near-exact distributions for the product of independent generalized Gamma random variables (Q1659025) (← links)
- Identifiability issues in dynamic stress-strength modeling (Q1695755) (← links)
- Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) (← links)
- Testing for autoregressive disturbances in a time series regression with missing observations (Q1801419) (← links)
- Exact distribution and moments for the RLS estimate in a time-varying AR(1) process (Q1915012) (← links)
- Pricing VIX options in a 3/2 plus jumps model (Q1989867) (← links)
- On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions (Q2032207) (← links)
- Distribution estimation of a sum random variable from noisy samples (Q2048984) (← links)
- Reliability testing for product return prediction (Q2079450) (← links)
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors (Q2121424) (← links)
- Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics (Q2157505) (← links)
- Nonparametric jump variation measures from options (Q2171999) (← links)
- Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions (Q2259211) (← links)
- Deconvolution of a cumulative distribution function with some non-standard noise densities (Q2273578) (← links)
- Approximations for the likelihood ratio statistic for hypothesis testing between two beta distributions (Q2322026) (← links)
- Logarithmic Lambert \(W \times \mathcal{F}\) random variables for the family of chi-squared distributions and their applications (Q2339554) (← links)
- Performance evaluation for PCC-OFDM systems impaired by carrier frequency offset over AWGN channels (Q2425861) (← links)
- Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form (Q2445708) (← links)
- Computational aspects of integrated market and credit portfolio models (Q2460076) (← links)
- Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions (Q2512752) (← links)
- Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
- On the distribution of the sample autocorrelation coefficients (Q2630152) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- On some distributional properties of subordinated Gaussian random fields (Q2684935) (← links)
- A numerical inversion of the bivariate characteristic function (Q2700435) (← links)
- A Correction Note for Price Dynamics in a Markovian Limit Order Market (Q2808182) (← links)
- Powerful Unit Root Tests Free of Nuisance Parameters (Q2815048) (← links)
- Time varying betas and the unconditional distribution of asset returns (Q2869990) (← links)
- (Q3166482) (← links)
- Completely Monotone Functions: A Digest (Q3193151) (← links)
- Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration (Q3195114) (← links)
- A generalized Fourier transform approach to risk measures (Q3301115) (← links)
