A Stein characterisation of the generalized hyperbolic distribution

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Publication:4578055


DOI10.1051/ps/2017007zbMath1393.60029arXiv1603.05675MaRDI QIDQ4578055

Robert E. Gaunt

Publication date: 7 August 2018

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.05675


60F05: Central limit and other weak theorems

62F10: Point estimation

60E05: Probability distributions: general theory


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