Likelihood-based risk estimation for variance-gamma models (Q1742843)

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Likelihood-based risk estimation for variance-gamma models
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    title
    Likelihood-based risk estimation for variance-gamma models (English)
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    author
    Marco Bee
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    Maria Michela Dickson
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    Flavio Santi
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    publication date
    12 April 2018
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    Mathematics Subject Classification ID
    62P05
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    62F10
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    91G70
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    zbMATH DE Number
    6858996
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    zbMATH Keywords
    multicycle EM algorithm
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    maximum likelihood
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    numerical optimization
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    risk estimation
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    variance-gamma distribution
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    describes a project that uses
    R
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    ghyp
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