Statistical properties of the generalized inverse Gaussian distribution
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Publication:1164921
zbMath0486.62022MaRDI QIDQ1164921
Publication date: 1982
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
diffusion processesexponential familynormal approximationmaximum likelihood estimatorsgeneralized inverse Gaussian distributiondistribution of first hitting time
Parametric hypothesis testing (62F03) Point estimation (62F10) Exact distribution theory in statistics (62E15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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