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

2 citations · 2 across the 1 of their papers we have counts for

collaborators

1 paper

stat.CO2012★ 2 cited

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

Efthymios G. Tsionas

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 univaria…