On accuracy of long-term risk forecasts by normal variance-mean mixtures decomposition algorithm (Q341733)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On accuracy of long-term risk forecasts by normal variance-mean mixtures decomposition algorithm |
scientific article; zbMATH DE number 6653738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On accuracy of long-term risk forecasts by normal variance-mean mixtures decomposition algorithm |
scientific article; zbMATH DE number 6653738 |
Statements
On accuracy of long-term risk forecasts by normal variance-mean mixtures decomposition algorithm (English)
0 references
17 November 2016
0 references
risk forecasting
0 references
parametric mixture models
0 references
