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276
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csda 2008
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Multivariate distribution models with generalized hyperbolic margins
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Rafael Schmidt, Tomas Hrycej, Eric Stützle
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Econometric methods of signal extraction
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D. S. G. Pollock
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Bayesian model choice based on Monte Carlo estimates of posterior model probabilities
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Peter Congdon
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Introduction to the special issue on statistical signal extraction and filtering
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D. S. G. Pollock
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An iterated parametric approach to nonstationary signal extraction
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Tucker McElroy, Andrew Sutcliffe
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