An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
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Publication:1613039
DOI10.1016/S0167-7152(02)00040-8zbMath0996.62015MaRDI QIDQ1613039
Publication date: 5 September 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)
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