Thanakorn Nitithumbundit
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Person:2218840
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density Journal of Statistical Computation and Simulation | 2024-01-23 | Paper |
| ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2023-10-20 | Paper |
| Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
| ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density Methodology and Computing in Applied Probability | 2021-01-18 | Paper |
Research outcomes over time
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