Alexander Malinowski
- Estimation of Huesler-Reiss distributions and Brown-Resnick processes
2012/07/30 by Sebastian Engelke, Engelke, Sebastian, Alexander Malinowski +5 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60G70 #62G32 #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Probability (math.PR) #Statistical Distribution Estimation and Applications #Statistical Methods and Bayesian Inference