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NORMAL- MIXTURE WITH APPLICATION TO FINANCIAL DATA - MaRDI portal

NORMAL- MIXTURE WITH APPLICATION TO FINANCIAL DATA (Q5069525)

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scientific article; zbMATH DE number 7508911
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NORMAL- MIXTURE WITH APPLICATION TO FINANCIAL DATA
scientific article; zbMATH DE number 7508911

    Statements

    title
    NORMAL- MIXTURE WITH APPLICATION TO FINANCIAL DATA (English)
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    author
    Calvin Maina
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    Patrick G. O. Weke
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    Joseph A. M. Ottieno
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    publication date
    19 April 2022
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    zbMATH Keywords
    modified Bessel function of the third kind
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    generalized inverse Gaussian (GIG) distribution
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    weighted distribution
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    EM algorithm
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    iterative schemes
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    Identifiers

    zbMATH DE Number
    7508911
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    OpenAlex ID
    W4200404227
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