Intermediate Probability
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(35)- A multivariate linear regression analysis using finite mixtures of \(t\) distributions
- Truncated fractional moments of stable laws
- Evolutionary model of stock markets
- Bayesian estimation of generalized hyperbolic skewed student GARCH models
- Applications of the characteristic function-based continuum GMM in finance
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition
- A formulation for continuous mixtures of multivariate normal distributions
- Markov switching quantile regression models with time-varying transition probabilities
- Invariant density of intermittent nonlinear maps descriptive of coherent quantum transport through disorderless lattices
- Stein's method in two limit theorems involving the generalized inverse Gaussian distribution
- Saddle-point approximations, integrodifference equations, and invasions
- Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
- COMFORT: a common market factor non-Gaussian returns model
- A unified approach to pricing and risk management of equity and credit risk
- Conditional tail risk measures for the skewed generalised hyperbolic family
- Moments of the generalized hyperbolic distribution
- A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures
- Fractional absolute moments of heavy tailed distributions
- On robust algorithm for finding maximum likelihood estimation of the generalized inverse Gaussian distribution
- System reliability analysis with saddlepoint approximation
- Cumulative prospect theory with generalized hyperbolic skewed \(t\) distribution
- Stable mixture GARCH models
- Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study
- Maximum likelihood estimation for quantile autoregression models with Markovian switching
- On Families of Distributions with Shape Parameters
- Controlling the flexibility of non-Gaussian processes through shrinkage priors
- Saddlepoint approximations for the sum of independent non-identically distributed binomial random variables
- Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations
- Geometric Brownian motion with random observation time as generalization of the double Pareto distribution
- Differentially private multivariate statistics with an application to contingency table analysis
- Computational aspects of likelihood-based inference for the univariate generalized hyperbolic distribution
- Default prediction with the Merton-type structural model based on the NIG Lévy process
- Extending GLASSO to non-Gaussian settings: sparse concentration estimation via EM algorithm
- On the computation of the cumulative distribution function of the normal inverse Gaussian distribution
- Connectivity properties of the adjacency graph of \(\text{SLE}_{\kappa}\) bubbles for \(\kappa\in(4,8)\)
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