Likelihood-based risk estimation for variance-gamma models (Q1742843): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 2 users not shown) | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: VarianceGamma / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Rugarch / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QRM / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2689453535 / rank | |||
Normal rank | |||
Latest revision as of 01:14, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-based risk estimation for variance-gamma models |
scientific article |
Statements
Likelihood-based risk estimation for variance-gamma models (English)
0 references
12 April 2018
0 references
multicycle EM algorithm
0 references
maximum likelihood
0 references
numerical optimization
0 references
risk estimation
0 references
variance-gamma distribution
0 references
