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EM-estimation and modeling of heavy-tailed processes with the multivariate normal inverse Gaussian distribution

, , , and . Signal Processing, 85 (8): 1655--1673 (August 2005)

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Bayesian multiscale analysis for time series data, , and . Computational Statistics & Data Analysis, 51 (3): 1719--1730 (Dec 1, 2006)EM-estimation and modeling of heavy-tailed processes with the multivariate normal inverse Gaussian distribution, , , and . Signal Processing, 85 (8): 1655--1673 (August 2005)A visual display device for significant features in complicated signals, and . Computational Statistics & Data Analysis, 48 (2): 317--343 (Feb 1, 2005)