Pages that link to "Item:Q1017106"
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The following pages link to EM-estimation and modeling of heavy-tailed processes with the multivariate normal inverse Gaussian distribution (Q1017106):
Displaying 15 items.
- An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution (Q1613039) (← links)
- Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model (Q1945088) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution (Q2244851) (← links)
- Image denoising in steerable pyramid domain based on a local Laplace prior (Q2270859) (← links)
- On normal stable Tweedie models and power-generalized variance functions of only one component (Q2513942) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
- A Markov-switching regression model with non-Gaussian innovations: estimation and testing (Q2691700) (← links)
- LOCALLY ADAPTIVE MULTISCALE BAYESIAN METHOD FOR IMAGE DENOISING BASED ON BIVARIATE NORMAL INVERSE GAUSSIAN DISTRIBUTIONS (Q3618920) (← links)
- Parametrizing the Kepler exoplanet period-radius distribution with the bivariate normal inverse Gaussian distribution (Q5036600) (← links)
- On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality (Q5075569) (← links)
- Learning-based EM algorithm for normal-inverse Gaussian mixture model with application to extrasolar planets (Q5138593) (← links)
- Variance-Mean Mixture of Kotz-Type Distributions (Q5495195) (← links)
- Likelihood-based inference for linear mixed-effects models using the generalized hyperbolic distribution (Q6548855) (← links)
