Pages that link to "Item:Q3069893"
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The following pages link to Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes (Q3069893):
Displaying 10 items.
- Statistical inference for time-changed Lévy processes via composite characteristic function estimation (Q651029) (← links)
- Statistical analysis of digital images of periodic fibrous structures using generalized Hurst exponent distributions (Q1619458) (← links)
- A test for equality of two distributions via jackknife empirical likelihood and characteristic functions (Q1663149) (← links)
- Empirical likelihood method for longitudinal data generated from unequally-spaced Lèvy processes (Q2131950) (← links)
- A high-low based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns (Q2430251) (← links)
- Testing the characteristics of a Lévy process (Q2447654) (← links)
- Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)
- Generalized method of moments for an extended gamma process (Q5160288) (← links)
- Inference based on adaptive grid selection of probability transforms (Q5739688) (← links)
- Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation (Q5860768) (← links)
