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Bianchi, Michele Leonardo; Tassinari, Gian Luca; Fabozzi, Frank J. Riding with the four horsemen and the multivariate normal tempered stable model. (English) Zbl 1396.62241 Int. J. Theor. Appl. Finance 19, No. 4, Article ID 1650027, 28 p. (2016). MSC: 62P05 62M10 91G70 PDF BibTeX XML Cite \textit{M. L. Bianchi} et al., Int. J. Theor. Appl. Finance 19, No. 4, Article ID 1650027, 28 p. (2016; Zbl 1396.62241) Full Text: DOI OpenURL
Taniguchi, Masanobu; Hirukawa, Junichi; Tamaki, Kenichiro Optimal statistical inference in financial engineering. (English) Zbl 1152.62074 Boca Raton, FL: Chapman & Hall/CRC (ISBN 978-1-58488-591-7/hbk; 978-1-4200-1103-6/ebook). xii, 366 p. (2008). Reviewer: Dmitry Ostrouchov (Odessa) MSC: 62-02 62P05 62M10 62H30 62M15 62G05 91G20 91G70 PDF BibTeX XML Cite \textit{M. Taniguchi} et al., Optimal statistical inference in financial engineering. Boca Raton, FL: Chapman \& Hall/CRC (2008; Zbl 1152.62074) Full Text: DOI OpenURL
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Cressie, Noel A. C. Statistics for spatial data. (English) Zbl 0799.62002 Wiley Series in Probability and Mathematical Statistics. New York etc.: John Wiley & Sons, Inc. (ISBN 0-471-84336-9/hbk). xx, 900 p. (1991). Reviewer: V.Schmidt (Ulm) MSC: 62-02 62H11 62M30 60G55 86A32 62M40 60G57 PDF BibTeX XML Cite \textit{N. A. C. Cressie}, Statistics for spatial data. New York etc.: John Wiley \& Sons, Inc. (1991; Zbl 0799.62002) OpenURL
Fukunaga, Keinosuke; Flick, Thomas E. A test of the Gaussian-ness of a data set using clustering. (English) Zbl 0589.62038 IEEE Trans. Pattern Anal. Mach. Intell. 8, 240-247 (1986). MSC: 62H15 62H12 PDF BibTeX XML Cite \textit{K. Fukunaga} and \textit{T. E. Flick}, IEEE Trans. Pattern Anal. Mach. Intell. 8, 240--247 (1986; Zbl 0589.62038) Full Text: DOI OpenURL