Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference21 articles.
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2. Bounds for functions involving ratios of modified Bessel functions;Journal of Mathematical Analysis and Applications;2012-01
3. Bounds for ratios of modified Bessel functions and associated Turán-type inequalities;Journal of Mathematical Analysis and Applications;2011-02
4. Transition Law-based Simulation of Generalized Inverse Gaussian Ornstein–Uhlenbeck Processes;Methodology and Computing in Applied Probability;2010-04-23
5. Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables;Communications in Statistics - Theory and Methods;2007-02-22
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