Multivariate normal mean–variance mixture distribution based on Birnbaum–Saunders distribution (Q5220908)

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scientific article; zbMATH DE number 7183228
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Multivariate normal mean–variance mixture distribution based on Birnbaum–Saunders distribution
scientific article; zbMATH DE number 7183228

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    Multivariate normal mean–variance mixture distribution based on Birnbaum–Saunders distribution (English)
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    27 March 2020
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    Birnbaum-Saunders distribution
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    generalized hyperbolic distribution
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    EM-algorithm
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    non-Gaussian ARCH process
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