EM-estimation and modeling of heavy-tailed processes with the multivariate normal inverse Gaussian distribution (Q1017106)
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scientific article; zbMATH DE number 5554475
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EM-estimation and modeling of heavy-tailed processes with the multivariate normal inverse Gaussian distribution |
scientific article; zbMATH DE number 5554475 |
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EM-estimation and modeling of heavy-tailed processes with the multivariate normal inverse Gaussian distribution (English)
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18 May 2009
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heavy tails
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EM-algorithm
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multivariate
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estimation
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