The following pages link to SYMSTB (Q39517):
Displaying 16 items.
- Model identification for infinite variance autoregressive processes (Q528139) (← links)
- Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions (Q528145) (← links)
- Precise tabulation of the maximally-skewed stable distributions and densities (Q673281) (← links)
- An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization (Q699425) (← links)
- Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates (Q712533) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282) (← links)
- Testing the stable Paretian assumption (Q1600528) (← links)
- Estimation of stable spectral measures (Q1600530) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
- Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
- Testing for persistence in stock returns with GARCH-stable shocks (Q4610232) (← links)
- Minimum chi-squared estimation of stable distributions parameters: An application to the Warsaw Stock Exchange (Q5309309) (← links)
- Testing parameter constancy in models with infinite variance errors. (Q5941114) (← links)
- The Kalman-Lévy filter (Q5942848) (← links)
