Results 261 to 270 of about 69,262 (283)

Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution

Communications in Statistics Part B: Simulation and Computation, 2023
Feng-Chang Xie
exaly  

Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences

Journal of Computational and Applied Mathematics, 2021
Zihao Li, Jing Yao
exaly  

Robust generalized hyperbolic secant algorithm for nonlinear active noise control

Applied Acoustics, 2023
Yang Zhou
exaly  

Generalized Hyperbolic Distributions

2011
openaire   +1 more source

Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution

International Journal of Forecasting, 2016
Makoto Takahashi, Toshiaki Watanabe, Yasuhiro Omori   +2 more
exaly  

Nonparametric Risk Management With Generalized Hyperbolic Distributions

Journal of the American Statistical Association, 2008
Seok-Oh Jeong
exaly  

Generalized Hyperbolic Secant Distributions

2014
openaire   +1 more source

On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality

Communications in Statistics - Theory and Methods, 2018
Jing Yao
exaly  

The Generalized Hyperbolic Distribution

2019
openaire   +1 more source

Multivariate regression models with measurement errors under generalized hyperbolic distributions

Measurement error models (MEMs), also known as errors-in-variables models, are useful tools used to describe various phenomena across multiple disciplines. MEMs establish functional relationships among variables that are observed with random measurement errors. This thesis focuses on studying the multivariate linear regression model when covariates are
openaire   +1 more source