A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation
Year of publication: |
2010
|
---|---|
Authors: | Grandits, Peter ; Temnov, Grigory |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 4, p. 569-591
|
Subject: | Statistische Verteilung | Statistical distribution | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory |
-
Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity
Abramova, Ekaterina, (2019)
-
Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
Antonio, Katrien, (2014)
-
On distributional robust probability functions and their computations
Wong, Man Hong, (2014)
- More ...
-
ON THE IMPACT OF HIDDEN TRENDS FOR A COMPOUND POISSON MODEL WITH PARETO-TYPE CLAIMS
GRANDITS, PETER, (2010)
-
Grandits, Peter, (2010)
-
Grandits, Peter, (2010)
- More ...