Fitting Generalized Hyperbolic processes - New insights for generating initial values (Q4593898)
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scientific article; zbMATH DE number 6807361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting Generalized Hyperbolic processes - New insights for generating initial values |
scientific article; zbMATH DE number 6807361 |
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Fitting Generalized Hyperbolic processes - New insights for generating initial values (English)
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15 November 2017
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fitting methods
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generalized hyperbolic
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initial values
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simplified method of moments
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0.8600759
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0.8482493
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0.83883315
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0.8367919
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0.8315917
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0.8306047
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