Pages that link to "Item:Q2352400"
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The following pages link to On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions (Q2352400):
Displaying 17 items.
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates (Q712533) (← links)
- On nonparametric estimation of the Poisson spectral measure of a stable law (Q1600643) (← links)
- The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
- \(U\)-statistic for multivariate stable distributions (Q1658072) (← links)
- Estimation of the tail exponent of multivariate regular variation (Q1680794) (← links)
- Tail estimation of the stable index \(\alpha\) (Q1921190) (← links)
- On estimation of the spectral measure of certain nonnormal operator stable laws (Q1962234) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
- MULTIVARIATE STABLE FUTURES PRICES (Q3126228) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
- Hausdorff dimension, heavy tails, and generalization in neural networks* (Q5020059) (← links)
- Principal component analysis for <i>α</i>-stable vectors (Q5042123) (← links)
- Estimation of the parameters of multivariate stable distributions (Q5042175) (← links)
- Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857) (← links)
- The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
