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