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~accessRights:"restricted"
~person:"Mao, Guangyu"
~person:"Schief, Wolfgang"
~person:"Sunanta, Owat"
~subject:"Probability theory"
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Fuzziness and statistics : mathematical models for uncertainty
Sunanta, Owat
;
Viertl, Reinhard
- In:
Theoretical and practical research in economic fields : …
8
(
2017
)
1/15
,
pp. 31-46
Persistent link: https://www.econbiz.de/10011720904
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Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
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3
Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness
Hanke, Michael
;
Penev, Spiridon
;
Schief, Wolfgang
; …
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 510-523
Persistent link: https://www.econbiz.de/10011793970
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