Pages that link to "Item:Q61344"
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The following pages link to EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344):
Displaying 14 items.
- TempStable (Q61371) (← links)
- Estimating function approach for CHARN models (Q475342) (← links)
- Underidentification? (Q528042) (← links)
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- Estimating permanent price impact via machine learning (Q2182135) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- (Q4247109) (← links)
- IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES (Q4959129) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Specification testing with estimated variables (Q5860990) (← links)
- Multiple subordinated modeling of asset returns: Implications for option pricing (Q5861032) (← links)
- On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)
- Parametric estimation of tempered stable laws (Q6634817) (← links)