Maximum likelihood estimation of asymmetric Laplace parameters (Q1870353)
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scientific article; zbMATH DE number 1908622
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Maximum likelihood estimation of asymmetric Laplace parameters |
scientific article; zbMATH DE number 1908622 |
Statements
Maximum likelihood estimation of asymmetric Laplace parameters (English)
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11 May 2003
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double exponential distribution
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geometric stable law
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Laplace distribution
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mathematical finance
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random summation
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skew Laplace distribution
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0.8247191309928894
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0.8127983212471008
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0.8120288252830505
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0.8025548458099365
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