Median modifications of the EM-algorithm for separation of mixtures of probability distributions and their applications to the decomposition of volatility of financial indexes
type: Item
instance of: scholarly article
title: Median modifications of the EM-algorithm for separation of mixtures of probability distributions and their applications to the decomposition of volatility of financial indexes
zbMATH Open document ID: 1388.62043
author: A. K. Gorshenin
author: V. Yu. Korolev
author: A. M. Tursunbaev
published in: Journal of Mathematical Sciences (New York)
publication date: 2018-02-06T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6834891
MaRDI profile type: Publication
full work available at URL: s10958-017-3584-0
OpenAlex ID: W2762797114
cites work: Statistical decomposition of volatility
cites work: Q5600636
DOI: 10.1007/S10958-017-3584-0
description: scientific article; zbMATH DE number 6834891