Return and Value at Risk using the Dirichlet Process (Q3523651): Difference between revisions

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-Q585930
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+André Robert Dabrowski
@@ Property / author: André Robert Dabrowski / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/13504860701718448
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+W2009157972
@@ Property / OpenAlex ID: W2009157972 / rank @@
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@@ Property / cites work @@
+Generalized Gamma measures and shot-noise Cox processes
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@@ Property / cites work @@
+Asymptotic Behavior of Bayes' Estimates
@@ Property / cites work: Asymptotic Behavior of Bayes' Estimates / rank @@
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@@ Property / cites work @@
+A Bayesian analysis of some nonparametric problems
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@@ Property / cites work @@
+Prior distributions on spaces of probability measures
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+On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
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@@ Property / cites work @@
+Exact and approximate sum representations for the Dirichlet process
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@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
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+Bootstrapping point processes with some applications
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