EM-based maximum likelihood parameter estimation for multivariate generalized hyperbolic distributions with fixed λ

✍ Scribed by Rostislav S. Protassov

• Book ID: 111612249
• Publisher: Springer US
• Year: 2004
• Tongue: English
• Weight: 202 KB
• Volume: 14
• Category: Article
• ISSN: 0960-3174
• DOI: 10.1023/b:stco.0000009419.12588.da