Uneingeschränkter Zugang

Estimation of the Shape Parameter of Ged Distribution for a Small Sample Size


Zitieren

Box, G.E.P. & Tiao, G.C. (1962). A further look at robustness via Bayes theorem. Biometrika, 49 (3/4).10.1093/biomet/49.3-4.419Search in Google Scholar

Hsieh, D.A. (1989). Testing for nonlinear dependence in daily foreign exchange rate changes. Journal of Business, 62.10.1086/296466Search in Google Scholar

Kokkinakis, K. & Nandi, A.K. (2005). Exponent parameter estimation for generalized Gaussian probability density functions with application to speech modeling. Signal Processing, 85.10.1016/j.sigpro.2005.02.017Search in Google Scholar

Krupiński, R. & Purczyński, J. (2006). Approximated fast estimator for the shape parameter of generalized Gaussian distribution. Signal Processing, 86 (4).10.1016/j.sigpro.2005.05.003Search in Google Scholar

Krupiński, R. & Purczyński, J. (2007). Modeling the distribution of DCT coefficients for JPEG reconstruction. Signal Processing: Image Communication, 22 (5).Search in Google Scholar

Meigen, S. & Meigen, H. (2006). On the modeling of small sample distributions with generalized Gaussian density in a maximum likelihood framework. IEEE Transactions on Image Processing, 15 (6).Search in Google Scholar

Nelson, D.B. (1991). Conditional heteroskedasticity in asset returns: A new approach. Econometrica, 59 (2).10.2307/2938260Search in Google Scholar

Subbotin, M.T.H. (1923). On the law of frequency of error. Mathematicheski Sbornik, 31.Search in Google Scholar

Weron, A. & Weron, R. (1998). Inżynieria finansowa. Warszawa: WNTSearch in Google Scholar

eISSN:
1898-0198
Sprache:
Englisch
Zeitrahmen der Veröffentlichung:
2 Hefte pro Jahr
Fachgebiete der Zeitschrift:
Wirtschaftswissenschaften, Volkswirtschaft, andere