Inference procedures for the variance gamma model and applications (Q4922652)
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scientific article; zbMATH DE number 6170064
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| English | Inference procedures for the variance gamma model and applications |
scientific article; zbMATH DE number 6170064 |
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Inference procedures for the variance gamma model and applications (English)
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3 June 2013
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variance gamma distribution
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goodness-of-fit test
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characteristic function
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maximum-likelihood estimation
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0.8136476874351501
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0.7817947268486023
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0.7670876979827881
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0.7581289410591125
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0.7530344128608704
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