Pages that link to "Item:Q3962322"
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The following pages link to Normal Variance-Mean Mixtures and z Distributions (Q3962322):
Displayed 24 items.
- Maximum likelihood parameter estimation for the multivariate skew-slash distribution (Q734699) (← links)
- Families of distributions arising from distributions of order statistics (Q882919) (← links)
- On Pólya mixtures of multivariate Gaussian distributions (Q945783) (← links)
- An alternative multivariate skew-slash distribution (Q952873) (← links)
- Multivariate distribution models with generalized hyperbolic margins (Q959294) (← links)
- Lamperti-type laws (Q990380) (← links)
- On subordinated multivariate Gaussian Lévy processes (Q996741) (← links)
- On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850) (← links)
- Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
- An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution (Q1613039) (← links)
- Bilateral gamma distributions and processes in financial mathematics (Q2469499) (← links)
- Stationary-increment Student and variance-gamma processes (Q3410925) (← links)
- A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE (Q3580217) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- Probabilistic Formulation of Independent Vector Analysis Using Complex Gaussian Scale Mixtures (Q3614938) (← links)
- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes (Q3653081) (← links)
- Convolution mixtures of infinitely divisible distributions (Q3920359) (← links)
- Normal scale mixtures and dual probability densities (Q4374346) (← links)
- Bayesian estimation of NIG models via Markov chain Monte Carlo methods (Q4676865) (← links)
- A Grassmann integral equation (Q4833189) (← links)
- On The Uncertainty Relation for Positive-Definite Probability Densities, II (Q4943278) (← links)
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
- Skewed Normal Variance‐Mean Models for Asset Pricing and the Method of Moments (Q5446544) (← links)
- Smile Asymptotics II: Models with Known Moment Generating Functions (Q5459905) (← links)