Inverse Gaussian Distribution for Modeling Conditional Durations in Finance.

N. Balakrishna T. Rahul

Published in: Commun. Stat. Simul. Comput. (2014)

Keyphrases

gaussian distribution
multi variate
maximum likelihood
noise model
gaussian mixture model
expectation maximization
covariance matrices
genetic algorithm
face recognition
modeling language
maximum a posteriori estimation