Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution (Q2223873)

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Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution
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    Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution (English)
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    3 February 2021
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    generalized hyperbolic distribution
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    inverse Gaussian distribution
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    normal variance-mean mixture
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    Gaussian quadrature
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