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Publication Type
doctoral dissertations (1)
Author
Xia, Yunfei (1)
Date
Subject
Mathematics (1)
Department
Applied Mathematics (1)
Publication Type
doctoral dissertations (1)
Author
Xia, Yunfei (1)
Date
Subject
Mathematics (1)
Department
Applied Mathematics (1)
Niner Commons - UNC Charlotte - J. Murrey Atkins Library
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Xia_uncc_0694D_13066
Estimation and Simulation for Multivariate Tempered Stable Distributions with Applications To Finance
Xia, Yunfei
In this thesis, we introduce a methodology for the simulation and parameter estimation of multivariate tempered stable distributions. Using the fact that tempered stable [...]
2022
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doctoral dissertations
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