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
بازگشت