Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables (Q3436007)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables |
scientific article |
Statements
Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables (English)
0 references
8 May 2007
0 references
characteristic function
0 references
financial log returns
0 references
generalized hyperbolic models
0 references
generalized inverse Gaussian distribution
0 references
nonlinear regression
0 references
0 references
0 references
