Likelihood-based risk estimation for variance-gamma models (Q1742843): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
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