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Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions

Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1979
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Parametrizationes Equivalence of Generalized Hyperbolic Distribution

2012
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generalized hyperbolic distribution
probability distributions: general theory
fos: computer and information sciences
methodology stat.me
statistics - methodology
exact distribution theory in statistics
value at risk
generalized inverse gaussian distribution
kurtosis
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