The Normal-Inverse Gaussian distribution arises as a Normal variance-mean mixture with an Inverse Gaussian mixing distribution. This article deals with Maximum Likelihood estimation of the parameters of the Normal-Inverse Gaussian distribution. Due to the complexity of the likelihood, direct maximiz
β¦ LIBER β¦
Processes of normal inverse Gaussian type
β Scribed by Ole E. Barndorff-Nielsen
- Publisher
- Springer-Verlag
- Year
- 1997
- Tongue
- English
- Weight
- 239 KB
- Volume
- 2
- Category
- Article
- ISSN
- 0949-2984
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