Search Results - subject:"Univariate and multivariate stable distributions"

Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models

Tsionas, Mike - Volkswirtschaftliche Fakultät, … - 2012

multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite location …In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and …

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