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Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas; Polson, Nicholas G. - In: Econometric reviews 35 (2016) 8/10, pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
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ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.; Kristensen, Dennis - In: Journal of empirical finance 31 (2015), pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
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Sample out-of-sample inference based on Wasserstein distance
Blanchet, Jose; Kang, Yang - In: Operations research 69 (2021) 3, pp. 985-1013
Persistent link: https://www.econbiz.de/10012546913
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Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 215 (2020) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
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Scalable semiparametric inference for the means of heavy-tailed distributions
Lopes, Hedibert Freitas; Taddy, Matthew; Gardner, Matthew - 2019
Persistent link: https://www.econbiz.de/10012244174
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Estimating stable latent factor models by indirect inference
Calzolari, Giorgio; Halbleib, Roxana - In: Journal of econometrics 205 (2018) 1, pp. 280-301
Persistent link: https://www.econbiz.de/10012110265
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Alternative modelling and inference methods for claim size distributions
Raschke, Mathias - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012194056
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Chapter 2. Errors in probabilistic reasoning and judgment biases
Benjamin, Daniel J. - 2019
modern behavioral economics. This chapter reviews theory and evidence on this topic, with the goal of facilitating more … processes, biases in belief updating, the representativeness heuristic as a possible unifying theory, and interactions between …
Persistent link: https://www.econbiz.de/10014023386
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LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise
Zhang, Xingfa; Zhang, Rongmao; Li, Yuan; Ling, Shiqing - In: Journal of econometrics 227 (2022) 1, pp. 228-240
Persistent link: https://www.econbiz.de/10013441651
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On inference and design under progressive type-I interval censoring scheme for inverse Gaussian lifetime model
Roy, Soumya; Pradhan, Biswabrata; Purakayastha, Annesha - In: International journal of quality & reliability management 39 (2022) 8, pp. 1937-1962
Persistent link: https://www.econbiz.de/10013398062