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Search: subject:"Powell’s Methods in Multidimensions"
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Generalized Hyperbolic distribution
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Maximum Likelihood Estimation
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Powell’s Methods in Multidimensions
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Härdle, Wolfgang
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Wang, Congcong
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On the Numerics of Estimating Generalized Hyperbolic Distributions
Wang, Congcong
-
2005
flexible heavy-tailed distribution. The estimation utilizes
Powell’s
methods
in
multidimensions
and the performance of …
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