Talk:Normal-inverse Gaussian distribution

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Moments of NIG distributions are discussed in, e.g., Hanssen, A. and Oigard, T. A. (2001). The normal inverse Gaussian distribution: a versatile model for heavy-tailed stochastic processes. Acoustics, Speech, and Signal Processing, 2001. Proceedings. 2001 IEEE International Conference on. Volume 6, pp. 3985 - 3988; http://ieeexplore.ieee.org/Xplore/login.jsp?url=/iel5/7486/20359/00940717.pdf Excess kurtosis equals to the corrected expression, with 3 subtracted.