Pages that link to "Item:Q1754526"
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The following pages link to Estimating stable latent factor models by indirect inference (Q1754526):
Displaying 10 items.
- Estimation of stable distributions by indirect inference (Q530608) (← 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)
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030) (← links)
- Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462) (← links)
- Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
- A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (Q6155659) (← links)
- Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)
