Fitting inhomogeneous PhaseâType distributions to data: The univariate and the multivariate case
Albrecher, Hansjörg, Bladt, Mogens, Yslas, JorgeJournal:
Scandinavian Journal of Statistics
DOI:
10.1111/sjos.12505
Date:
November, 2020
File:
PDF, 1.54 MB
2020