The normal tempered stable regression model
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Publication:5085592
DOI10.1080/03610926.2018.1554121OpenAlexW2907343080WikidataQ128689903 ScholiaQ128689903MaRDI QIDQ5085592
Afif Masmoudi, Farouk Mselmi, Mahdi Louati
Publication date: 27 June 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1554121
Laplace transformmethod of momentsregression modelMonte-Carlo's approximationnormal tempered stable model
Linear regression; mixed models (62J05) Method of moments applied to problems in optics and electromagnetic theory (78M05)
Cites Work
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- On simulation of tempered stable random variates
- Multivariate normal \(\alpha\)-stable exponential families
- The stable processes on symmetric matrices
- An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
- Characterization of the inverse stable subordinator
- Exponential stopping and drifted stable processes
- Generalized variance functions for infinitely divisible mixture distributions
- Characterization of multivariate stable processes
- Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
- The normal inverse gaussian lévy process: simulation and approximation
- METHOD OF MOMENTS AND METHOD OF MAXIMUM LIKELIHOOD
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