EM-based maximum likelihood parameter estimation for multivariate generalized hyperbolic distributions with fixed λ
- 期刊名称Statistics and Computing
- 作者Rostislav S. Protassov
- 卷第14卷
- 期第1期
- 印刷ISSN0960-3174
- 电子ISSN1573-1375
- 文件大小201.93KB
- 发表时间2004-01
- DOI10.1023/b:stco.0000009419.12588.da
- 页码67-77
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