Semiparametric estimation in the normal variance-mean mixture model

DOI10.1080/02331888.2018.1425865zbMath1401.62042arXiv1705.07578OpenAlexW2618869139MaRDI QIDQ4567919

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Publication date: 20 June 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.07578

zbMATH Keywords

Mellin transformsemiparametric inferencegeneralized hyperbolic distributiondeconvolution on groupsvariance-mean mixture model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Nonparametric estimation (62G05)

Related Items (1)

Finite Mixture Approximation of CARMA(p,q) Models

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