A practical, effective calculation of gamma difference distributions with open data science tools (Q5086095)
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scientific article; zbMATH DE number 7551351
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English | A practical, effective calculation of gamma difference distributions with open data science tools |
scientific article; zbMATH DE number 7551351 |
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A practical, effective calculation of gamma difference distributions with open data science tools (English)
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1 July 2022
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numerical inversion of the characteristic function
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double exponential quadrature
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computational tools
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high-performance Python
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econometrics
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time series
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kriging
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