ECM Algorithm for Auto-Regressive Multivariate Skewed Variance Gamma Model with Unbounded Density
Crossref DOI link: https://doi.org/10.1007/s11009-019-09762-0
Published Online: 2019-12-23
Published Print: 2020-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nitithumbundit, Thanakorn http://orcid.org/0000-0003-0971-2111
Chan, Jennifer S. K.
Text and Data Mining valid from 2019-12-23
Version of Record valid from 2019-12-23
Article History
Received: 30 August 2016
Revised: 10 April 2019
Accepted: 28 November 2019
First Online: 23 December 2019