Pages that link to "Item:Q699429"
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The following pages link to Computing the probability density function of the stable Paretian distribution (Q699429):
Displaying 20 items.
- Average sample number function for Pareto heavy tailed distributions (Q469896) (← links)
- Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038) (← links)
- The method of simulated quantiles (Q528141) (← links)
- Generalized CMR technology as a natural source of objective marketing information (Q544711) (← links)
- Extreme event dynamics in the formation of galaxy-sized dark matter structures (Q603358) (← links)
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282) (← links)
- Asset pricing with incomplete information and fat tails (Q1042357) (← links)
- Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
- Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
- Likelihood computation in the normal-gamma stochastic frontier model (Q1643020) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- Modeling fat tails in stock returns: a multivariate stable-GARCH approach (Q2512745) (← links)
- Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)
- Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
- Marginal consistent dependence modelling using weak subordination for Brownian motions (Q4619532) (← links)
- Fractionally integrated GARCH model with tempered stable distribution: a simulation study (Q5138749) (← links)
- Estimation and Simulation of the Riesz-Bessel Distribution (Q5697387) (← links)
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables (Q5964620) (← links)
- Bayesian inversion with α-stable priors (Q6070748) (← links)
- Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data (Q6581658) (← links)
