Cross Validated
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Joz's user avatar
Joz
  • Member for 9 years, 7 months
  • Last seen more than 4 years ago
Profile Activity

14 Questions

Score Activity Newest Views
8 votes
1 answer
1k views

Required: Method of moments fitting routine for the two-parameter generalized Pareto

7 votes
2 answers
1k views

Quasi maximum likelihood estimation versus pseudo MLE

5 votes
1 answer
2k views

Conditional Expectation via Integral over Quantile Function

4 votes
3 answers
2k views

R Kernel Density Plots - Weird Proportions

4 votes
1 answer
1k views

Non-central scaled Student's t cumulative density function required (alternatively the pdf)

4 votes
1 answer
2k views

Moments of the two-parameter generalized Pareto distribution (GPD) needed

4 votes
2 answers
1k views

How fitting a mixture distribution of noncentral Student t components to a one-dimensional sample in R?

4 votes
1 answer
879 views

required: good and straightforward method to detect change points in dependent univariate time series using r

4 votes
1 answer
1k views

GARCH out-of-sample testing required in scenario analysis context?

4 votes
1 answer
4k views

Cannot replicate the AIC in a GARCH model

3 votes
1 answer
1k views

Is there an analytic formula for the kurtosis of a (student t) mixture distribution?

2 votes
1 answer
582 views

Automatically fitting a mixture distribution with two univariate scaled noncentral student's t components

2 votes
1 answer
3k views

News impact curves for various GARCH models in the rugarch-package

1 vote
1 answer
755 views

Log likelihoods of subsamples don't sum up to full sample log-likelihood

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