Monte Carlo EM estimation for multivariate stable distributions (Q1808689): Difference between revisions

@@ Property / author @@
+Ravishanker, Nalini
@@ Property / author: Ravishanker, Nalini / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Inference for Stable Distributions
@@ Property / cites work: Bayesian Inference for Stable Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+MULTIVARIATE STABLE FUTURES PRICES
@@ Property / cites work: MULTIVARIATE STABLE FUTURES PRICES / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3723577
@@ Property / cites work: Q3723577 / rank @@
+Normal rank
@@ Property / cites work @@
+Computer Generation of Random Variables Using the Ratio of Uniform Deviates
+Normal rank
@@ Property / cites work @@
+Q5829356
@@ Property / cites work: Q5829356 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of stable spectral measures
@@ Property / cites work: Estimation of stable spectral measures / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation in Univariate and Multivariate Stable Distributions
+Normal rank
@@ Property / cites work @@
+Monte Carlo EM estimation for multivariate stable distributions
+Normal rank
@@ Property / cites work @@
+Q4306152
@@ Property / cites work: Q4306152 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
+Normal rank
@@ Property / cites work @@
+Q3717907
@@ Property / cites work: Q3717907 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-7152(99)00075-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2063389691
@@ Property / OpenAlex ID: W2063389691 / rank @@
+Normal rank