Estimation of stable distributions by indirect inference

DOI10.1016/j.jeconom.2010.12.007zbMath1441.62699OpenAlexW3123484398MaRDI QIDQ530608

Eric Renault, René Garcia, David Veredas

Publication date: 10 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.12.007

zbMATH Keywords

indirect inferencestable distributionconstrained indirect inferenceskewed-\(t\) distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)

Related Items (25)

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