Nonparametric estimation of the kernel function of symmetric stable moving average random functions

New copulas based on general partitions-of-unity and their applications to risk management (part II)

Схоже за: Bayesian Methods and Mixture Models · Financial Risk and Volatility Modeling · Statistical Methods and Inference

Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence

Схоже за: Bayesian Methods and Mixture Models · Financial Risk and Volatility Modeling · Statistical Methods and Inference

Harmonic analysis tools for statistical inference in the spectral domain

Схоже за: Bayesian Methods and Mixture Models · Statistical Methods and Inference

Jacobi probability distribution for approximation of emperic statistic distributions

Схоже за: Bayesian Methods and Mixture Models · Financial Risk and Volatility Modeling

On the Whittle estimators for some classes of continuous-parameter random processes and fields

Схоже за: Financial Risk and Volatility Modeling · Statistical Methods and Inference

Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent

Схоже за: Financial Risk and Volatility Modeling · Statistical Methods and Inference