Normal inverse Gaussian autoregressive model using EM algorithm

International Journal of Advances in Engineering Sciences and Applied Mathematics ◽

10.1007/s12572-021-00303-y ◽

2021 ◽

Author(s):

Monika S. Dhull ◽

Arun Kumar

Keyword(s):

Em Algorithm ◽

Autoregressive Model ◽

Inverse Gaussian ◽

Normal Inverse Gaussian

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Learning-based EM algorithm for normal-inverse Gaussian mixture model with application to extrasolar planets

Journal of Applied Statistics ◽

10.1080/02664763.2016.1190322 ◽

2016 ◽

Vol 44 (6) ◽

pp. 978-999 ◽

Author(s):

Wen-Liang Hung ◽

Shou-Jen Chang-Chien

Keyword(s):

Em Algorithm ◽

Gaussian Mixture Model ◽

Mixture Model ◽

Extrasolar Planets ◽

Gaussian Mixture ◽

Inverse Gaussian ◽

Normal Inverse Gaussian

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A normal inverse Gaussian model for a risky asset with dependence

Statistics & Probability Letters ◽

10.1016/j.spl.2011.09.007 ◽

2012 ◽

Vol 82 (1) ◽

pp. 109-115 ◽

Author(s):

N.N. Leonenko ◽

S. Petherick ◽

A. Sikorskii

Keyword(s):

Gaussian Model ◽

Risky Asset ◽

Inverse Gaussian ◽

Normal Inverse Gaussian

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Pricing of basket options using univariate normal inverse Gaussian approximations

Journal of Forecasting ◽

10.1002/for.1179 ◽

2010 ◽

Vol 30 (3) ◽

pp. 355-376 ◽

Author(s):

Fred Espen Benth ◽

Pål Nicolai Henriksen

Keyword(s):

Inverse Gaussian ◽

Basket Options ◽

Normal Inverse Gaussian

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A novel shrinkage technique based on the normal inverse Gaussian density model

Transactions of the Institute of Measurement and Control ◽

10.1191/0142331206tm157oa ◽

2006 ◽

Vol 28 (1) ◽

pp. 109-119 ◽

Author(s):

Li Shang ◽

Kang Li ◽

Tat-Ming Lok ◽

Michael R. Lyu

Keyword(s):

Density Model ◽

Inverse Gaussian ◽

Gaussian Density ◽

Normal Inverse Gaussian

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Remote Sensing Image Retrieval via Symmetric Normal Inverse Gaussian Modeling of Nonsubsampled Shearlet Transform Coefficients

Lecture Notes in Computer Science - Pattern Recognition and Machine Intelligence ◽

10.1007/978-3-030-34872-4_40 ◽

2019 ◽

pp. 359-368

Author(s):

Hilly Gohain Baruah ◽

Vijay Kumar Nath ◽

Deepika Hazarika

Keyword(s):

Remote Sensing ◽

Image Retrieval ◽

Remote Sensing Image ◽

Inverse Gaussian ◽

Shearlet Transform ◽

Nonsubsampled Shearlet Transform ◽

Transform Coefficients ◽

Gaussian Modeling ◽

Normal Inverse Gaussian

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Closed-form valuations of basket options using a multivariate normal inverse Gaussian model

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2008.10.007 ◽

2009 ◽

Vol 44 (1) ◽

pp. 95-102 ◽

Author(s):

Yang-Che Wu ◽

Szu-Lang Liao ◽

So-De Shyu

Keyword(s):

Closed Form ◽

Gaussian Model ◽

Inverse Gaussian ◽

Multivariate Normal ◽

Basket Options ◽

Normal Inverse Gaussian

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Symmetric Normal Inverse Gaussian and Structural Similarity Based Image Denoising

Multimedia and Signal Processing - Communications in Computer and Information Science ◽

10.1007/978-3-642-35286-7_14 ◽

2012 ◽

pp. 103-111 ◽

Author(s):

Yuanjiang Li ◽

Yuehua Li

Keyword(s):

Image Denoising ◽

Structural Similarity ◽

Inverse Gaussian ◽

Normal Inverse Gaussian

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Normal Inverse Gaussian Factor Copula Model

Lecture Notes in Economics and Mathematical Systems - Pricing and Risk Management of Synthetic CDOs ◽

10.1007/978-3-642-15609-0_5 ◽

2010 ◽

pp. 129-163

Author(s):

Anna Schlösser

Keyword(s):

Copula Model ◽

Inverse Gaussian ◽

Normal Inverse Gaussian

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Feller processes of normal inverse Gaussian type

Advanced Series on Statistical Science & Applied Probability - Non-Gaussian Merton-Black-Scholes Theory ◽

10.1142/9789812777485_0014 ◽

2002 ◽

pp. 281-294

Keyword(s):

Inverse Gaussian ◽

Gaussian Type ◽

Normal Inverse Gaussian

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Wavelet-Based Despeckling of Medical Ultrasound Images with the Symmetric Normal Inverse Gaussian Prior

2007 IEEE International Conference on Acoustics, Speech and Signal Processing - ICASSP '07 ◽

10.1109/icassp.2007.366009 ◽

2007 ◽

Author(s):

M. I. H. Bhuiyan ◽

M. Omair Ahmad ◽

M. N. S. Swamy

Keyword(s):

Ultrasound Images ◽

Medical Ultrasound ◽

Inverse Gaussian ◽

Gaussian Prior ◽

Normal Inverse Gaussian

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