Sum of Bernoulli mixtures: beyond conditional independence

DOI10.1155/2014/838625zbMath1307.62155OpenAlexW2047283491WikidataQ59061430 ScholiaQ59061430MaRDI QIDQ2260590

Taehan Bae, Ian Iscoe

Publication date: 11 March 2015

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/838625

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Sums of independent random variables; random walks (60G50) Credit risk (91G40)

Cites Work

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• A Regime-Switching Model of Long-Term Stock Returns

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