Approximation of the variance gamma model with a finite mixture of normals (Q419211)
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scientific article; zbMATH DE number 6036297
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| English | Approximation of the variance gamma model with a finite mixture of normals |
scientific article; zbMATH DE number 6036297 |
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Approximation of the variance gamma model with a finite mixture of normals (English)
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18 May 2012
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EM algorithm
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0.771009087562561
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0.7632662057876587
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0.7624192833900452
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0.7581289410591125
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0.749691903591156
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