Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
From MaRDI portal
Cited in
(46)- Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
- On using Lehmann alternatives with nonresponders
- Monte Carlo inference in econometric models with symmetric stable disturbances
- Comparison of estimators in stable models.
- Maximum likelihood estimation of stable Paretian models.
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
- Stable modeling of value at risk
- Distribution function values for logstable distributions
- On estimation and testing goodness of fit for m-dependent stable sequences
- Asymptotic properties of symmetric stable distributions with small index
- Recent results in applications and processing of -stable-distributed time series
- Likelihood-free Bayesian inference for \(\alpha\)-stable models
- Modelling tail risk with tempered stable distributions: an overview
- Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process
- Transform martingale estimating functions
- Applications of a General Stable Law Regression Model
- Minimum-Distance Estimator for Stable Exponent
- Modified weighted squared error estimation procedures with special emphasis on the stable laws
- Asymptotic distribution of regression type estimators of parameters of stable laws
- Maximum Likelihood Estimates of Symmetric Stable Distribution Parameters
- Tables of finite-mean nonsymmetric stable distributions as computed from their convergent and asymptotic series†
- Exponential dispersion models and credibility
- Linear regression with stably distributed residuals
- Modeling asset returns with alternative stable distributions*
- Parameterizations and modes of stable distributions
- Explicit and combined estimators for parameters of stable distributions
- Asymptotics of maximum likelihood estimation for stable law with continuous parameterization
- scientific article; zbMATH DE number 6416868 (Why is no real title available?)
- Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives
- Linear and nonlinear regression with stable errors
- Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions
- Estimation of stable distributions by indirect inference
- Minimum chi-squared estimation of stable distributions parameters: An application to the Warsaw Stock Exchange
- Modeling chinese stock returns with stable distribution
- Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data
- Stable sums to infer high return levels of multivariate rainfall time series
- Precise tabulation of the maximally-skewed stable distributions and densities
- Insurance risk analysis using tempered stable subordinator
- Parameter estimation for stable distributions and their mixture
- Computing the probability density function of the stable Paretian distribution
- Consistent tests for symmetric stability with finite mean based on the empirical characteristic function
- Rates of convergence of \(\alpha\)-stable random motions
- Spectral estimation of the fractional order of a Lévy process
- Wavelet-based estimation for univariate stable laws
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions
- Volatility estimators for discretely sampled Lévy processes
This page was built for publication: Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4082820)
