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Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution
numerical methods / statisticsResource overview

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

Paper2018

by Jaehyuk Choi, Qingshuo Song, Yeda Du

Tags
numerical methodsstatistics

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Suggested foundations for probability and statistical reasoning and optimisation and numerical methods. Specialist prerequisites vary by paper.

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