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MULTISCALE MAXIMUM LIKELIHOOD ANALYSIS OF A SEMIPARAMETRIC MODEL, WITH APPLICATIONS
LIKELIHOOD ANALYSIS SEMIPARAMETRIC MODEL WITH APPLICATIONS
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2015/8/20
A special semiparametric model for a univariate density is introduced
that allows analyzing a number of problems via appropriate transformations. Two problems treated in some detail are testing for t...
Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models
Univariate and multivariatestable distributions MCMC Approximate,Aayesian,Computation Characteristic function
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2012/11/21
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i)...