Thanakorn Nitithumbundit

Available identifiers

zbMath Open nitithumbundit.thanakornMaRDI QIDQ2218840

List of research outcomes

Publication	Date of Publication	Type
Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density	2024-01-23	Paper
ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density	2023-10-20	Paper
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models	2023-04-17	Paper
ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density	2021-01-18	Paper

Research outcomes over time

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