EM-estimation and modeling of heavy-tailed processes with the multivariate normal inverse Gaussian distribution
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Publication:1017106
DOI10.1016/j.sigpro.2005.03.005zbMath1160.94355OpenAlexW2004152321MaRDI QIDQ1017106
Fred Godtliebsen, Roy Edgar Hansen, Alfred Hanssen, Tor Arne Øigård
Publication date: 18 May 2009
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sigpro.2005.03.005
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