Pages that link to "Item:Q961425"
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The following pages link to Indirect estimation of elliptical stable distributions (Q961425):
Displaying 20 items.
- Multivariate elliptically contoured stable distributions: theory and estimation (Q105039) (← links)
- Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Stable mixture GARCH models (Q528154) (← links)
- Estimation of stable distributions by indirect inference (Q530608) (← links)
- Efficient inference about the tail weight in multivariate Student \(t\) distributions (Q897633) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
- Indirect estimation of elliptical stable distributions (Q961425) (← links)
- Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- Optimal tests for elliptical symmetry: specified and unspecified location (Q1983598) (← links)
- Inference for vast dimensional elliptical distributions (Q2259103) (← links)
- On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions (Q2352400) (← links)
- Modeling fat tails in stock returns: a multivariate stable-GARCH approach (Q2512745) (← links)
- Stochastic approach to the comparison of ellipsoidal and interval estimates (Q2655919) (← links)
- Indirect Estimation of α-Stable Distributions and Processes (Q3499435) (← links)
- Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (Q5402586) (← links)
- The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)
