ECM Algorithm for Estimating Vector ARMA Model with Variance Gamma Distribution and Possible Unbounded Density
Year of publication: |
2020
|
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Authors: | Nitithumbundit, Thanakorn |
Other Persons: | Chan, Jennifer (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 22, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3523687 [DOI] |
Classification: | C02 - Mathematical Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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