The following pages link to Intermediate Probability (Q5754720):
Displayed 28 items.
- Fractional absolute moments of heavy tailed distributions (Q292942) (← links)
- On robust algorithm for finding maximum likelihood estimation of the generalized inverse Gaussian distribution (Q341740) (← links)
- System reliability analysis with saddlepoint approximation (Q381504) (← links)
- Stable mixture GARCH models (Q528154) (← links)
- Default prediction with the Merton-type structural model based on the NIG Lévy process (Q730567) (← links)
- Connectivity properties of the adjacency graph of \(\text{SLE}_{\kappa}\) bubbles for \(\kappa\in(4,8)\) (Q784181) (← links)
- A multivariate linear regression analysis using finite mixtures of \(t\) distributions (Q1621290) (← links)
- Truncated fractional moments of stable laws (Q1640972) (← links)
- Evolutionary model of stock markets (Q1783194) (← links)
- Bayesian estimation of generalized hyperbolic skewed student GARCH models (Q1927090) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- A formulation for continuous mixtures of multivariate normal distributions (Q2048124) (← links)
- Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
- Invariant density of intermittent nonlinear maps descriptive of coherent quantum transport through disorderless lattices (Q2127411) (← links)
- Stein's method in two limit theorems involving the generalized inverse Gaussian distribution (Q2138227) (← links)
- Saddle-point approximations, integrodifference equations, and invasions (Q2271895) (← links)
- Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
- COMFORT: a common market factor non-Gaussian returns model (Q2347735) (← links)
- A unified approach to pricing and risk management of equity and credit risk (Q2349596) (← links)
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- Moments of the generalized hyperbolic distribution (Q2513365) (← links)
- A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures (Q2665869) (← links)
- Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution (Q4635242) (← links)
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)
- Maximum likelihood estimation for quantile autoregression models with Markovian switching (Q6053885) (← links)
- On Families of Distributions with Shape Parameters (Q6064597) (← links)
- Controlling the flexibility of non-Gaussian processes through shrinkage priors (Q6203348) (← links)