Matches in SemOpenAlex for { <https://semopenalex.org/work/W2184971525> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2184971525 endingPage "7" @default.
- W2184971525 startingPage "1" @default.
- W2184971525 abstract "In this paper we present a robust parameter estimation method for jointly estimating shape parameter fi, scale parameter ∞ and location parameter ‐ of a symmetric stable distribution. The proposed estimation method is based on Probability Integral Transformation (PIT) and robust M-estimators. The procedure is ready to use as besides the theoretical description we provide the numerical algorithm and all constants and approximations of functions necessary to compute the estimators. Robust characteristics and the asymptotic behaviour of estimator ˆ fi is investigated. A simulation sequence was carried out to examine statistical properties of the estimator ˆ fi. We perform an application for a data set of returns of some assets listed in Budapest Stock Exchange." @default.
- W2184971525 created "2016-06-24" @default.
- W2184971525 creator A5017630606 @default.
- W2184971525 date "2013-01-01" @default.
- W2184971525 modified "2023-09-24" @default.
- W2184971525 title "Joint robust parameter estimation for symmetric stable distributions" @default.
- W2184971525 cites W1214703565 @default.
- W2184971525 cites W1499913859 @default.
- W2184971525 cites W1564609383 @default.
- W2184971525 cites W1975836976 @default.
- W2184971525 cites W1990559054 @default.
- W2184971525 cites W2005964697 @default.
- W2184971525 cites W2012712694 @default.
- W2184971525 cites W2015420561 @default.
- W2184971525 cites W2046033161 @default.
- W2184971525 cites W2048649579 @default.
- W2184971525 cites W2060164407 @default.
- W2184971525 cites W2140664056 @default.
- W2184971525 cites W2160980005 @default.
- W2184971525 cites W2189104407 @default.
- W2184971525 cites W2314878748 @default.
- W2184971525 cites W3043924052 @default.
- W2184971525 cites W3123484398 @default.
- W2184971525 cites W45326702 @default.
- W2184971525 cites W3183085784 @default.
- W2184971525 hasPublicationYear "2013" @default.
- W2184971525 type Work @default.
- W2184971525 sameAs 2184971525 @default.
- W2184971525 citedByCount "0" @default.
- W2184971525 crossrefType "posted-content" @default.
- W2184971525 hasAuthorship W2184971525A5017630606 @default.
- W2184971525 hasConcept C104317684 @default.
- W2184971525 hasConcept C105795698 @default.
- W2184971525 hasConcept C126255220 @default.
- W2184971525 hasConcept C143791395 @default.
- W2184971525 hasConcept C164172150 @default.
- W2184971525 hasConcept C165646398 @default.
- W2184971525 hasConcept C167928553 @default.
- W2184971525 hasConcept C18294631 @default.
- W2184971525 hasConcept C185429906 @default.
- W2184971525 hasConcept C185592680 @default.
- W2184971525 hasConcept C204241405 @default.
- W2184971525 hasConcept C28826006 @default.
- W2184971525 hasConcept C33923547 @default.
- W2184971525 hasConcept C41020250 @default.
- W2184971525 hasConcept C55493867 @default.
- W2184971525 hasConcept C67226441 @default.
- W2184971525 hasConcept C91716921 @default.
- W2184971525 hasConceptScore W2184971525C104317684 @default.
- W2184971525 hasConceptScore W2184971525C105795698 @default.
- W2184971525 hasConceptScore W2184971525C126255220 @default.
- W2184971525 hasConceptScore W2184971525C143791395 @default.
- W2184971525 hasConceptScore W2184971525C164172150 @default.
- W2184971525 hasConceptScore W2184971525C165646398 @default.
- W2184971525 hasConceptScore W2184971525C167928553 @default.
- W2184971525 hasConceptScore W2184971525C18294631 @default.
- W2184971525 hasConceptScore W2184971525C185429906 @default.
- W2184971525 hasConceptScore W2184971525C185592680 @default.
- W2184971525 hasConceptScore W2184971525C204241405 @default.
- W2184971525 hasConceptScore W2184971525C28826006 @default.
- W2184971525 hasConceptScore W2184971525C33923547 @default.
- W2184971525 hasConceptScore W2184971525C41020250 @default.
- W2184971525 hasConceptScore W2184971525C55493867 @default.
- W2184971525 hasConceptScore W2184971525C67226441 @default.
- W2184971525 hasConceptScore W2184971525C91716921 @default.
- W2184971525 hasIssue "2" @default.
- W2184971525 hasLocation W21849715251 @default.
- W2184971525 hasOpenAccess W2184971525 @default.
- W2184971525 hasPrimaryLocation W21849715251 @default.
- W2184971525 hasRelatedWork W162536013 @default.
- W2184971525 hasRelatedWork W1638200318 @default.
- W2184971525 hasRelatedWork W1967981450 @default.
- W2184971525 hasRelatedWork W1974001825 @default.
- W2184971525 hasRelatedWork W1997627336 @default.
- W2184971525 hasRelatedWork W2097936669 @default.
- W2184971525 hasRelatedWork W2154056001 @default.
- W2184971525 hasRelatedWork W2186272276 @default.
- W2184971525 hasRelatedWork W2290925108 @default.
- W2184971525 hasRelatedWork W2398619030 @default.
- W2184971525 hasRelatedWork W2522178395 @default.
- W2184971525 hasRelatedWork W2891633827 @default.
- W2184971525 hasRelatedWork W2951457502 @default.
- W2184971525 hasRelatedWork W3004435768 @default.
- W2184971525 hasRelatedWork W3104367927 @default.
- W2184971525 hasRelatedWork W3121764172 @default.
- W2184971525 hasRelatedWork W3122259454 @default.
- W2184971525 hasRelatedWork W3124504971 @default.
- W2184971525 hasRelatedWork W3135366512 @default.
- W2184971525 hasRelatedWork W3144100504 @default.
- W2184971525 hasVolume "2" @default.
- W2184971525 isParatext "false" @default.
- W2184971525 isRetracted "false" @default.
- W2184971525 magId "2184971525" @default.
- W2184971525 workType "article" @default.