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Seppo Pynnönen
Publication Activity (10 Years)
Years Active: 2012-2022
Publications (10 Years): 1
Top Topics
Fractional Brownian Motion
Maximum Likelihood
Discrete Data
Stock Market
Top Venues
Commun. Stat. Simul. Comput.
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Publications
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Josephine Dufitinema
,
Seppo Pynnönen
,
Tommi Sottinen
Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets.
Commun. Stat. Simul. Comput.
51 (9) (2022)
Seppo Pynnönen
Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors.
J. Multivar. Anal.
107 (2012)