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Estimating mixtures of normal distributions via empirical characteristic function JOURNAL ARTICLE published January 1998 in Econometric Reviews |
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH JOURNAL ARTICLE published June 2023 in Econometric Theory |
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters JOURNAL ARTICLE published 3 November 2010 in Econometric Reviews |
EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION JOURNAL ARTICLE published June 2002 in Econometric Theory |
From Characteristic Function to Distribution Function: A Simple Framework for the Theory JOURNAL ARTICLE published December 1991 in Econometric Theory |
Tests for normal mixtures based on the empirical characteristic function JOURNAL ARTICLE published April 2005 in Computational Statistics & Data Analysis |
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 |
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 |
CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION JOURNAL ARTICLE published August 2010 in Econometric Theory |
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 |
ESTIMATING NORMAL DISTRIBUTION FUNCTION AND NORMAL DENSITY JOURNAL ARTICLE published January 1993 in Statistics & Risk Modeling |
Estimating the Wishart Affine Stochastic Correlation Model Using the Empirical Characteristic Function JOURNAL ARTICLE published in SSRN Electronic Journal |
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 |
From characteristic function to distribution function via fourier analysis JOURNAL ARTICLE published September 1972 in BIT |
Empirical Characteristic Function DATASET published in Wolfram Demonstrations Project |
Appendix D. The characteristic function of the Cauchy distribution BOOK CHAPTER published 31 December 1998 in Mathematical Statistics |
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 |
Nonparametric Estimation of Risk-Neutral Distribution via the Empirical Esscher Transform JOURNAL ARTICLE published 18 June 2018 in Brazilian Review of Finance |