The normal inverse Gaussian distribution: a versatile model for heavy-tailed stochastic processes

Alfred Hanssen, Tor Arne Øigård. The normal inverse Gaussian distribution: a versatile model for heavy-tailed stochastic processes. In IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2001, 7-11 May, 2001, Salt Palace Convention Center, Salt Lake City, Utah, USA, Proceedings. pages 3985-3988, IEEE, 2001. [doi]

Authors

Alfred Hanssen

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Tor Arne Øigård

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