Pages that link to "Item:Q1613039"

The following pages link to An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution (Q1613039):

Displaying 35 items.

• Approximation of the variance gamma model with a finite mixture of normals (Q419211) (← links)
• Tests of fit for normal inverse Gaussian distributions (Q537399) (← links)
• Default prediction with the Merton-type structural model based on the NIG Lévy process (Q730567) (← links)
• Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
• Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
• EM-estimation and modeling of heavy-tailed processes with the multivariate normal inverse Gaussian distribution (Q1017106) (← links)
• Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression (Q1658381) (← links)
• The expectation-maximization approach for Bayesian quantile regression (Q1659461) (← links)
• Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering (Q1663203) (← links)
• Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← links)
• Sparse-group independent component analysis with application to yield curves prediction (Q1727895) (← links)
• Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
• Modelling skewed and heavy-tailed data using a normal weighted inverse Gaussian distribution (Q2097004) (← links)
• Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula (Q2111317) (← links)
• Nearest comoment estimation with unobserved factors (Q2190230) (← links)
• ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density (Q2218841) (← links)
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
• Quantile Regression via the EM Algorithm (Q2876134) (← links)
• Simulation and Estimation of the Meixner Distribution (Q3616251) (← links)
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling (Q4221800) (← links)
• Estimation of Structured Gaussian Mixtures: The Inverse EM Algorithm (Q4564692) (← links)
• Bayesian estimation of NIG models via Markov chain Monte Carlo methods (Q4676865) (← links)
• Discriminating between the normal inverse Gaussian and generalized hyperbolic skew-t distributions with a follow-up the stock exchange data (Q4987783) (← links)
• Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
• Parametrizing the Kepler exoplanet period-radius distribution with the bivariate normal inverse Gaussian distribution (Q5036600) (← links)
• NORMAL- MIXTURE WITH APPLICATION TO FINANCIAL DATA (Q5069525) (← links)
• The normal tempered stable regression model (Q5085592) (← links)
• Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand (Q5128932) (← links)
• Learning-based EM algorithm for normal-inverse Gaussian mixture model with application to extrasolar planets (Q5138593) (← links)
• Smooth monotone covariance for elliptical distributions and applications in finance (Q5245911) (← links)
• Testing Symmetry of a NIG Distribution (Q5719260) (← links)
• Maximum likelihood estimation for quantile autoregression models with Markovian switching (Q6053885) (← links)
• Optimal design approach to GMM estimation of parameters based on empirical transforms (Q6574237) (← links)
• The spike-and-slab quantile Lasso for robust variable selection in cancer genomics studies (Q6663858) (← links)
• Risk Valuation of Quanto Derivatives on Temperature and Electricity (Q6671992) (← links)