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Maximum Likelihood Estimation and Diagnostics for Stable Distributions

BOOK CHAPTER published 2001 in Lévy Processes

Authors: John P. Nolan

Lévy Processes

BOOK published 2001

Editors: Ole E. Barndorff-Nielsen | Sidney I. Resnick | Thomas Mikosch

Stable and Invariant Adjusted Profile Likelihood and Directed Likelihood for Curved Exponential Models

JOURNAL ARTICLE published September 1995 in Biometrika

Authors: O. E. Barndorff-Nielsen

Penalized Maximum Likelihood Estimation for univariate normal mixture distributions

PROCEEDINGS ARTICLE published 2001 in AIP Conference Proceedings

Authors: A. Ridolfi

On a Formula for the Distribution of the Maximum Likelihood Estimator

JOURNAL ARTICLE published August 1983 in Biometrika

Authors: O. Barndorff-Nielsen

Stable and invariant adjusted profile likelihood and directed likelihood for curved exponential models

JOURNAL ARTICLE published 1995 in Biometrika

Authors: O. E. BARNDORFF-NIELSEN

On a formula for the distribution of the maximum likelihood estimator

JOURNAL ARTICLE published 1983 in Biometrika

Authors: O. BARNDORFF-NIELSEN

Penalised maximum likelihood estimation for fractional Gaussian processes

JOURNAL ARTICLE published 1 October 2001 in Biometrika

Authors: O. Lieberman

Maximum Likelihood Estimation of Latent Affine Processes

REPORT published May 2003

Authors: David Bates

Maximum likelihood estimation of parameters with constraints in normal and multinomial distributions

DISSERTATION published

Authors: Huitian Xue

Maximum likelihood estimation for symmetric α-stable Ornstein–Uhlenbeck processes

JOURNAL ARTICLE published 30 July 2020 in Stochastics and Dynamics

Research funded by NSFG (2017A030313005) | NSFC (11501344) | NSFC (11571122)

Authors: Zhifen Chen | Xiaopeng Chen

Maximum likelihood estimation for α-stable autoregressive processes

JOURNAL ARTICLE published 1 August 2009 in The Annals of Statistics

Authors: Beth Andrews | Matthew Calder | Richard A. Davis

Parametric Maximum Likelihood Estimation

BOOK CHAPTER published 2001 in Springer Series in Statistics

Authors: P. P. B. Eggermont | V. N. LaRiccia

Modelling by Lévy Processess for Financial Econometrics

BOOK CHAPTER published 2001 in Lévy Processes

Authors: Ole E. Barndorff-Nielsen | Neil Shephard

Stochastic Geometry

MONOGRAPH published 10 June 2019

Editors: O.E. Barndorff-Nielsen | W.S. Kendall | M.N.M. van Lieshout

Nonparametric Maximum Penalized Likelihood Estimation

BOOK CHAPTER published 2001 in Springer Series in Statistics

Authors: P. P. B. Eggermont | V. N. LaRiccia

Parametric Maximum Likelihood Estimation in Action

BOOK CHAPTER published 2001 in Springer Series in Statistics

Authors: P. P. B. Eggermont | V. N. LaRiccia

An EM algorithm for maximum likelihood estimation of Barndorff-Nielsen's generalized hyperbolic distribution

PROCEEDINGS ARTICLE published June 2016 in 2016 IEEE Statistical Signal Processing Workshop (SSP)

Authors: Jason A. Palmer | Ken Kreutz-Delgado | Scott Makeig

Maximum-likelihood estimation of quantum processes

JOURNAL ARTICLE published 9 January 2001 in Physical Review A

Authors: Jaromír Fiurášek | Zdeněk Hradil

Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach

JOURNAL ARTICLE published 1 October 2006 in The Annals of Statistics

Authors: Daniel Straumann | Thomas Mikosch