NORMAL- MIXTURE WITH APPLICATION TO FINANCIAL DATA (Q5069525)
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scientific article; zbMATH DE number 7508911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NORMAL- MIXTURE WITH APPLICATION TO FINANCIAL DATA |
scientific article; zbMATH DE number 7508911 |
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NORMAL- MIXTURE WITH APPLICATION TO FINANCIAL DATA (English)
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19 April 2022
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modified Bessel function of the third kind
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generalized inverse Gaussian (GIG) distribution
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weighted distribution
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EM algorithm
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iterative schemes
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