The following pages link to (Q3951375):
Displayed 15 items.
- Bayesian analysis based on the Jeffreys prior for the hyperbolic distribution (Q447973) (← links)
- Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638) (← links)
- Stock returns and hyperbolic distributions (Q699418) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- Multivariate distribution models with generalized hyperbolic margins (Q959294) (← links)
- Test of fit for a Laplace distribution against heavier tailed alternatives (Q962346) (← links)
- Particle filtering approximations for a Gaussian-generalized inverse Gaussian model (Q1004258) (← links)
- Modelling dynamic portfolio risk using risk drivers of elliptical processes (Q1017766) (← links)
- Efficient risk simulations for linear asset portfolios in the \(t\)-copula model (Q1041011) (← links)
- Asymmetric Laplace laws and modeling financial data (Q1600523) (← links)
- Non-Gaussian scenarios for the heat equation with singular initial conditions (Q1613656) (← links)
- A Gaussian-generalized inverse Gaussian finite-dimensional filter. (Q1613659) (← links)
- Improved estimation of clutter properties in speckled imagery. (Q1852892) (← links)
- Some Stein-type inequalities for multivariate elliptical distributions and applications (Q2343629) (← links)
- Portfolio value at risk based on independent component analysis (Q2372954) (← links)