SYMSTB
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Related Items (16)
Minimum chi-squared estimation of stable distributions parameters: An application to the Warsaw Stock Exchange ⋮ Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes ⋮ Applications of the characteristic function-based continuum GMM in finance ⋮ Likelihood-free Bayesian inference for \(\alpha\)-stable models ⋮ Bayesian analysis of multivariate stable distributions using one-dimensional projections ⋮ Testing for persistence in stock returns with GARCH-stable shocks ⋮ Precise tabulation of the maximally-skewed stable distributions and densities ⋮ Calibrated FFT-based density approximations for \(\alpha\)-stable distributions ⋮ Model identification for infinite variance autoregressive processes ⋮ Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions ⋮ An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization ⋮ Testing parameter constancy in models with infinite variance errors. ⋮ The Kalman-Lévy filter ⋮ Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates ⋮ Testing the stable Paretian assumption ⋮ Estimation of stable spectral measures
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