Absolute moments of the variance-gamma distribution (Q6640883)
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scientific article; zbMATH DE number 7946870
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| English | Absolute moments of the variance-gamma distribution |
scientific article; zbMATH DE number 7946870 |
Statements
Absolute moments of the variance-gamma distribution (English)
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20 November 2024
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variance-gamma distribution
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absolute moment
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asymmetric Laplace distribution
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product of correlated normal random variables
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modified Bessel function
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hypergeometric function
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0.9266753196716307
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0.7737205624580383
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0.763787567615509
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0.7623386383056641
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0.7572532296180725
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