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Estimating mixtures of normal distributions via empirical characteristic function

JOURNAL ARTICLE published January 1998 in Econometric Reviews

Authors: Kien C. Tran

ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH

JOURNAL ARTICLE published June 2023 in Econometric Theory

Authors: Zhonghao Fu | Yongmiao Hong | Xia Wang

Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters

JOURNAL ARTICLE published 3 November 2010 in Econometric Reviews

Authors: Dinghai Xu | John Knight

EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION

JOURNAL ARTICLE published June 2002 in Econometric Theory

Authors: John L. Knight | Jun Yu

From Characteristic Function to Distribution Function: A Simple Framework for the Theory

JOURNAL ARTICLE published December 1991 in Econometric Theory

Authors: N.G. Shephard

Tests for normal mixtures based on the empirical characteristic function

JOURNAL ARTICLE published April 2005 in Computational Statistics & Data Analysis

Authors: Bernhard Klar | Simos G. Meintanis

An Empirical Characteristic Function Approach to VaR Under a Mixture-of-Normal Distribution with Time-Varying Volatility

JOURNAL ARTICLE published 7 August 2010 in The Journal of Derivatives

Authors: Dinghai Xu | Tony S. Wirjanto

Characterizations of the Skew-Normal Distribution via Characteristic Function and Conditional Moments

JOURNAL ARTICLE published 1 June 2014 in Journal of Advanced Research in Applied Mathematics

Empirical Distribution Function

OTHER published 29 November 2010 in Statistical Distributions

Nearly optimal robust mean estimation via empirical characteristic function

JOURNAL ARTICLE published 1 May 2021 in Bernoulli

Authors: Sohail Bahmani

CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION

JOURNAL ARTICLE published August 2010 in Econometric Theory

Authors: Bin Chen | Yongmiao Hong

An Empirical Characteristic Function Approach to VaR Under a Mixture-of-Normal Distribution with Time-Varying Volatility

JOURNAL ARTICLE published 31 August 2010 in The Journal of Derivatives

Authors: Dinghai Xu | Tony S. Wirjanto

ESTIMATING NORMAL DISTRIBUTION FUNCTION AND NORMAL DENSITY

JOURNAL ARTICLE published January 1993 in Statistics & Risk Modeling

Authors: Iza Peszek | Andrew L. Rukhin

Estimating the Wishart Affine Stochastic Correlation Model Using the Empirical Characteristic Function

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: José Da Fonseca | Martino Grasselli | Florian Ielpo

Testing for Pairwise Serial Independence Via the Empirical Distribution Function

JOURNAL ARTICLE published 1 July 1998 in Journal of the Royal Statistical Society Series B: Statistical Methodology

Authors: Yongmiao Hong

From characteristic function to distribution function via fourier analysis

JOURNAL ARTICLE published September 1972 in BIT

Authors: Harald Bohman

Empirical Characteristic Function

DATASET published in Wolfram Demonstrations Project

A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function

JOURNAL ARTICLE published June 2010 in Journal of Mathematical Sciences

Authors: N. Henze | S. G. Meintanis

Appendix D. The characteristic function of the Cauchy distribution

BOOK CHAPTER published 31 December 1998 in Mathematical Statistics

Nonparametric Estimation of Risk-Neutral Distribution via the Empirical Esscher Transform

JOURNAL ARTICLE published 18 June 2018 in Brazilian Review of Finance

Authors: Manoel Pereira | Alvaro Veiga