Pages that link to "Item:Q1596876"
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The following pages link to A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876):
Displaying 14 items.
- Properties and estimation of asymmetric exponential power distribution (Q97355) (← links)
- Average sample number function for Pareto heavy tailed distributions (Q469896) (← links)
- A generalized asymmetric Student-\(t\) distribution with application to financial econometrics (Q736524) (← links)
- Estimating the stable index \(\alpha\) in order to measure tail thickness: a critique (Q799047) (← links)
- Comparison of estimators in stable models. (Q1596874) (← links)
- Testing the stable Paretian assumption (Q1600528) (← links)
- On estimation and testing goodness of fit for \(m\)-dependent stable sequences (Q1841194) (← links)
- Tail behavior, modes and other characteristics of stable distribution (Q1979090) (← links)
- Estimation of the characteristic exponent of stable laws (Q2401244) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- Minimum-Distance Estimator for Stable Exponent (Q3622067) (← links)
- Simple consistent estimators of stable distribution parameters (Q3753263) (← links)
- A tail estimator for the index of the stable paretian distribution<sup>∗</sup> (Q3842928) (← links)
- (Q5179070) (← links)
