All Stories

  1. Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach

    Article • Quantitative Finance, April 2019, Taylor & Francis

    Marco Bee

  2. A characteristic function-based approach to approximate maximum likelihood estimation

    Article • Communication in Statistics- Theory and Methods, July 2017, Taylor & Francis

    Marco Bee

  3. Fitting spatial regressions to large datasets using unilateral approximations

    Article • Communication in Statistics- Theory and Methods, March 2017, Taylor & Francis

    Marco Bee

  4. Estimation of the Lognormal-Pareto Distribution Using Probability Weighted Moments and Maximum Likelihood

    Article • Communications in Statistics - Simulation and Computation, May 2014, Taylor & Francis

    Marco Bee

  5. Testing Isotropy in Spatial Econometric Models

    Article • Spatial Economic Analysis, September 2013, Taylor & Francis

    Marco Bee