Volume 36; Issue 1

3

Models for Dependent Extremes Using Stable Mixtures

Year:
2009
Language:
english
File:
PDF, 663 KB
english, 2009
6

Variance Reduction in Smoothing Splines

Year:
2009
Language:
english
File:
PDF, 564 KB
english, 2009
7

Kernel Likelihood Inference for Time Series

Year:
2009
Language:
english
File:
PDF, 701 KB
english, 2009
9

Parametric Estimation Procedures in Multivariate Generalized Pareto Models

Year:
2009
Language:
english
File:
PDF, 586 KB
english, 2009
11

Normal Mixture Quasi-maximum Likelihood Estimator for GARCH Models

Year:
2009
Language:
english
File:
PDF, 589 KB
english, 2009
12

Normal Mixture Quasi-maximum Likelihood Estimator for GARCH Models

Year:
2009
Language:
english
File:
PDF, 1.10 MB
english, 2009
13

Variance Reduction in Smoothing Splines

Year:
2009
Language:
english
File:
PDF, 1.03 MB
english, 2009
18

Parametric Estimation Procedures in Multivariate Generalized Pareto Models

Year:
2009
Language:
english
File:
PDF, 1.38 MB
english, 2009