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Statistical inference in stable distributions based on asymptotic normality of the sample characteristic function
Kleinman, David Charles - 1977
Persistent link: https://www.econbiz.de/10000573300
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Jackknife empirical likelihood
Jing, Bingyi; Yuan, Junqing; Zhou, Wang - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1224-1232
Persistent link: https://www.econbiz.de/10003902863
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A distributional approach for causal inference using propensity scores
Tan, Zhiqiang - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1619-1637
Persistent link: https://www.econbiz.de/10003406827
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Structural inference for parameters of a power function distribution
Ariyawansa, K. A.; Templeton, J. G. C. - In: Statistische Hefte : internationale Zeitschrift für … 27 (1986) 2, pp. 117-139
Persistent link: https://www.econbiz.de/10003473507
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A theoretical approach to inference based on maximum observations
Qing, Li - 2004
Persistent link: https://www.econbiz.de/10003387283
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Accurate and robust indirect inference for diffusion Models
Czellar, Veronika; Ronchetti, Elvezio - 2008
Persistent link: https://www.econbiz.de/10003926948
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Estimation of stable distributions by indirect inference
Garcia, René; Renault, Eric; Veredas, David - In: Journal of econometrics 161 (2011) 2, pp. 325-337
Persistent link: https://www.econbiz.de/10009242117
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Asymptotic inference for ar models with heavy-tailed g-Garch noises
Zhang, Rongmao; Ling, Shiqing - In: Econometric theory 31 (2015) 4, pp. 880-890
Persistent link: https://www.econbiz.de/10011341924
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Posterior distribution of nondifferentiable functions
Kitagawa, Toru; Montiel-Olea, Jose-Luis; Payne, Jonathan - 2016
This paper examines the asymptotic behavior of the posterior distribution of a possibly nondifferentiable function g(theta), where is a finite dimensional parameter. The main assumption is that the distribution of the maximum likelihood estimator theta_n, its bootstrap approximation, and the...
Persistent link: https://www.econbiz.de/10011459005
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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