Pages that link to "Item:Q654485"
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The following pages link to A normal inverse Gaussian model for a risky asset with dependence (Q654485):
Displaying 13 items.
- Intermittency of superpositions of Ornstein-Uhlenbeck type processes (Q505564) (← links)
- On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions (Q2032207) (← links)
- A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
- Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution (Q2244851) (← links)
- Multivariate skew-normal generalized hyperbolic distribution and its properties (Q2451620) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
- Student-like models for risky asset with dependence (Q2986696) (← links)
- (Q4431597) (← links)
- Feller processes of normal inverse Gaussian type (Q4659187) (← links)
- Parametrizing the Kepler exoplanet period-radius distribution with the bivariate normal inverse Gaussian distribution (Q5036600) (← links)
- Testing the equality of several inverse Gaussian means under heterogeneity (Q5087549) (← links)
- Learning-based EM algorithm for normal-inverse Gaussian mixture model with application to extrasolar planets (Q5138593) (← links)
