Fitting Generalized Hyperbolic processes - New insights for generating initial values
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Publication:4593898
DOI10.1080/03610918.2016.1175624zbMath1376.62069OpenAlexW2434830265MaRDI QIDQ4593898
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Publication date: 15 November 2017
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2016.1175624
Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05)
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