• Title of article

    An EM type algorithm for maximum likelihood estimation of the normal–inverse Gaussian distribution

  • Author/Authors

    Dimitris Karlis، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2002
  • Pages
    10
  • From page
    43
  • To page
    52
  • Keywords
    Scale normal mixtures , heavy tailed distributions , Financial data , Hyperbolic distributions
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    2002
  • Journal title
    Statistics and Probability Letters
  • Record number

    139812

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=139812