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MR2096291 60G51 (60E07 60F17 91B24)
Eberlein, Ernst; v. Hammerstein, Ernst August Generalized hyperbolic and inverse Gaussian distributions: limiting cases and approximation of processes. Seminar on Stochastic Analysis, Random Fields and Applications IV, 221–264, Progr. Probab., 58, Birkhäuser, Basel, 2004.
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