Estimation and Simulation of the Riesz-Bessel Distribution (Q5697387)
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scientific article; zbMATH DE number 2214738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and Simulation of the Riesz-Bessel Distribution |
scientific article; zbMATH DE number 2214738 |
Statements
Estimation and Simulation of the Riesz-Bessel Distribution (English)
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17 October 2005
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Riesz-Bessel distribution
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GCMED
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generalized Gamma convolutions
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mixtures of exponential distributions
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simulation of random variables
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Lévy motion
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approximate maximum likelihood
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exchange rate models
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0.93463284
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0.8692315
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0.8678805
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0.86528057
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0.8622999
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