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    Statements

    author
    Bent Jørgensen
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    publication date
    1980
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    Mathematics Subject Classification ID
    62E15
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    62F10
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    62F03
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    90B25
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    62-02
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    zbMATH DE Number
    3680911
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    zbMATH Keywords
    generalized inverse Gaussian distribution
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    exponential family
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    normal approximation
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    maximum likelihood estimators
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    distribution of first hitting time
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    diffusion processes
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