Pages that link to "Item:Q2218841"
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The following pages link to ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density (Q2218841):
Displaying 3 items.
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
- Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models (Q2697030) (← links)
- ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density (Q6075127) (← links)
