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Record link:
http://hdl.handle.net/20.500.12708/144739
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Title:
On Properties of the MixedTS Distribution and Its Multivariate Extension
en
Citation:
Hitaj, A., Hubalek, F., Mercuri, L., & Rroji, E. (2018). On Properties of the MixedTS Distribution and Its Multivariate Extension.
International Statistical Review
,
86
(3), 512–540. https://doi.org/10.1111/insr.12265
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Publisher DOI:
10.1111/insr.12265
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Publication Type:
Article - Original Research Article
en
Language:
English
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Authors:
Hitaj, Asmerilda
Hubalek, Friedrich
Mercuri, Lorenzo
Rroji, Edit
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Organisational Unit:
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
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Journal:
International Statistical Review
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ISSN:
0306-7734
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Date (published):
2018
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Number of Pages:
29
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Peer reviewed:
Yes
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Keywords:
Statistics and Probability; Statistics, Probability and Uncertainty
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Research Areas:
Mathematical and Algorithmic Foundations: 20%
Mathematical Methods in Economics: 80%
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Science Branch:
Mathematik
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Appears in Collections:
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