Results 231 to 240 of about 38,563 (254)

Inverse Gaussian Processes With Random Effects and Explanatory Variables for Degradation Data

Technometrics, 2015
Chien‐Yu Peng
semanticscholar   +1 more source

Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes [PDF]

, 2013
This work demonstrates that forecast of foreign exchange (FX) daily closing prices using the normal inverse Gaussian (NIG) and Variance Gamma (VG) Levy processes outperform the naïve Random Walk model. We use the open software R to estimate NIG and VG distribution parameters and perform several classical goodness–of -fits test to select best models ...
openaire  

The Multivariate Normal Inverse Gaussian distribution: EM-estimation and analysis of synthetic aperture sonar data

European Signal Processing Conference, 2004
Tor Arne Øigård, A. Hanssen, R. Hansen
semanticscholar   +1 more source

American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution

, 2008
Lars Stentoft
semanticscholar   +1 more source

A normal inverse Gaussian model for a risky asset with dependence

, 2012
N. Leonenko, S. Petherick, A. Sikorskii
semanticscholar   +1 more source

Feller processes of normal inverse Gaussian type

2002
openaire   +1 more source

Locally adaptive multiscale Bayesian method for image denoising based on bivariate normal inverse Gaussian distributions

International Conference on Wavelet Analysis and Pattern Recognition, 2007
M. Forouzanfar, H. Moghaddam, S. Ghadimi
semanticscholar   +1 more source

The normal inverse Gaussian distribution as a model for MUI

Conference Record of Thirty-Fifth Asilomar Conference on Signals, Systems and Computers (Cat.No.01CH37256), 2001
Arnt-Børre Salberg, A. Swami, T.A. Oigard, A. Hanssen   +3 more
semanticscholar   +1 more source

Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Levy Processes

Scandinavian Journal of Statistics, 2005
Ole Eiler Barndorff-Nielsen, Robert Stelzer   +1 more
exaly  

A normal inverse Gaussian model for risky asset returns

, 2012
N. Leonenko, S. Petherick, A. Sikorskii
semanticscholar   +1 more source