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Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin, (2021)
An EM algorithm for Double-Pareto-lognormal generalized linear model applied to heavy-tailed insurance claims
Calderín-Ojeda, Enrique, (2017)
On the Distributional Characterization of Daily Log-Returns of a World Stock Index
Fergusson, Kevin, (2006)