Pages that link to "Item:Q1600530"
From MaRDI portal
The following pages link to Estimation of stable spectral measures (Q1600530):
Displaying 42 items.
- Boundary regularity for fully nonlinear integro-differential equations (Q320242) (← links)
- Parameterizations and modes of stable distributions (Q449933) (← links)
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates (Q712533) (← links)
- Parametric estimation of a bivariate stable Lévy process (Q716171) (← links)
- On continuity of the Pearson statistic and sample quantiles (Q853832) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- Indirect estimation of elliptical stable distributions (Q961425) (← links)
- Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities (Q1036783) (← links)
- Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis. (Q1426342) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
- \(U\)-statistic for multivariate stable distributions (Q1658072) (← links)
- Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- Monte Carlo EM estimation for multivariate stable distributions (Q1808689) (← links)
- Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
- A new multiscale Bayesian algorithm for speckle reduction in medical ultrasound images (Q1958606) (← links)
- On estimation of the spectral measure of certain nonnormal operator stable laws (Q1962234) (← links)
- Series representation of jointly \(S \alpha S\) distribution via symmetric covariations (Q2046908) (← links)
- Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
- On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions (Q2352400) (← links)
- Spectral covariance and limit theorems for random fields with infinite variance (Q2374405) (← links)
- Extreme value theory with operator norming (Q2443883) (← links)
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
- Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns (Q3606097) (← links)
- Estimation of marginal and spectral modes (Q4796541) (← links)
- Estimation of Additive Error in Mixed Spectra for Stable Processes (Q4965779) (← links)
- Principal component analysis for <i>α</i>-stable vectors (Q5042123) (← links)
- Estimation of the parameters of multivariate stable distributions (Q5042175) (← links)
- Some analytical results on bivariate stable distributions with an application in operational risk (Q5092649) (← links)
- Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling (Q5177611) (← links)
- The G-Spectral Estimator (Q5185871) (← links)
- Wavelet-based estimation for multivariate stable laws (Q5220811) (← links)
- AN EMPIRICAL STUDY OF THE ASYMPTOTIC LAWS OF SOME ESTIMATORS OF GENERALIZED ASSOCIATION PARAMETER AND SIGNED SYMMETRIC COVARIATION COEFFICIENT (Q5865367) (← links)
- The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
- Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function (Q6172158) (← links)
- On fundamental solutions of higher-order space-fractional Dirac equations (Q6560089) (← links)
- Forecasting multidimensional autoregressive time series model with symmetric \(\alpha\)-stable noise using artificial neural networks (Q6596725) (← links)
- Financial modeling with heavy-tailed stable distributions (Q6604383) (← links)
