Likelihood-based risk estimation for variance-gamma models (Q1742843)
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scientific article; zbMATH DE number 6858996
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| default for all languages | No label defined |
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| English | Likelihood-based risk estimation for variance-gamma models |
scientific article; zbMATH DE number 6858996 |
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Likelihood-based risk estimation for variance-gamma models (English)
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12 April 2018
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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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0.7845560312271118
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0.7779979705810547
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0.771009087562561
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0.7687389254570007
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0.7670876979827881
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