Joint modeling for generalized hyperbolic distributions

MaRDI QIDQ4625575zbMATH OpenFDO

Authors Er'qian Li, Yanke Wu, Maozai Tian

Publication date 22 February 2019

zbMATH Keywords

EM algorithmgeneralized hyperbolic distributionjoint modelingparametric quantile regressionsaddle-point approximation

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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