Pages that link to "Item:Q1742843"
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The following pages link to Likelihood-based risk estimation for variance-gamma models (Q1742843):
Displaying 6 items.
- VG_codes (Q35575) (← links)
- Approximation of the variance gamma model with a finite mixture of normals (Q419211) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (Q2177677) (← links)
- ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density (Q2218841) (← links)
- ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density (Q6075127) (← links)