A new parametric method of estimating the joint probability density

DOI10.1016/j.physa.2016.12.043zbMath1400.62073OpenAlexW2566206570MaRDI QIDQ1620501

Moawia Alghalith

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2016.12.043

zbMATH Keywords

stock priceconditional densityTaylor's expansionparametric density estimationmarginal densityjoint probability density

Mathematics Subject Classification ID

Density estimation (62G07) Point estimation (62F10)

Related Items (1)

A new parametric method of estimating the joint probability density: revisited

Cites Work

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• On the Method of Logarithmic Cumulants for Parametric Probability Density Function Estimation
• Probability density estimation using artificial neural networks
• Kernel estimation in high-energy physics

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