Likelihood-based risk estimation for variance-gamma models (Q1742843)
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scientific article; zbMATH DE number 6858996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-based risk estimation for variance-gamma models |
scientific article; zbMATH DE number 6858996 |
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Likelihood-based risk estimation for variance-gamma models (English)
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12 April 2018
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multicycle EM algorithm
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maximum likelihood
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numerical optimization
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risk estimation
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variance-gamma distribution
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