Computational aspects of likelihood-based inference for the univariate generalized hyperbolic distribution
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Published in | Communications in statistics. Simulation and computation pp. 1 - 21 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
08.12.2024
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Author | Bekker, Andriette Azzalini, Adelchi van Wyk, Arnold |
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Author_xml | – sequence: 1 givenname: Arnold surname: van Wyk fullname: van Wyk, Arnold organization: Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria, Pretoria, South Africa – sequence: 2 givenname: Adelchi surname: Azzalini fullname: Azzalini, Adelchi organization: Dipartimento di Scienze Statistiche, Università di Padova, Padova PD, Italy – sequence: 3 givenname: Andriette orcidid: 0000-0003-4793-5674 surname: Bekker fullname: Bekker, Andriette organization: Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria, Pretoria, South Africa |
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Cites_doi | 10.1080/01621459.2000.10474219 10.2298/YJOR170815013P 10.1016/j.physa.2019.04.136 10.1016/0304-4076(83)90048-9 10.18637/jss.v040.i06 10.1016/S0167-7152(02)00040-8 10.1080/00036846.2023.2177598 10.1140/epjb/e2004-00328-1 10.1109/TSP.2006.877660 10.1002/9780470035061.ch9 10.1023/A:1008202821328 10.1016/j.matcom.2022.03.020 10.1145/2488608.2488693 10.2307/3318481 10.1155/2014/263465 10.1016/0378-4754(95)95213-5 10.1093/jjfinec/nbj006 10.1111/j.1467-9469.2010.00703.x 10.1007/978-94-009-8549-0_2 10.1201/9781315120003 10.1080/14697680903280483 10.2307/3316079 10.1007/s001800200098 |
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