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 processes; exponential family; normal approximation; maximum likelihood estimators; generalized inverse Gaussian distribution; distribution of first hitting time
62F03: Parametric hypothesis testing
62F10: Point estimation
62E15: Exact distribution theory in statistics
62-02: Research exposition (monographs, survey articles) pertaining to statistics
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