Pages that link to "Item:Q3523651"
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The following pages link to Return and Value at Risk using the Dirichlet Process (Q3523651):
Displaying 3 items.
- Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596) (← links)
- On a rapid simulation of the Dirichlet process (Q433573) (← links)
- Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution (Q4988819) (← links)