Convolution-invariant subclasses of generalized hyperbolic distributions

DOI10.1080/03610926.2013.821489zbMATH Open1338.60045OpenAlexW2003279758WikidataQ61772486 ScholiaQ61772486MaRDI QIDQ2807659FDOQ2807659

Krzysztof Podgórski, Jonas Wallin

Publication date: 25 May 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.821489

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zbMATH Keywords

variance-mean normal mixturegeneralized inverse Gaussian distributioninverse gamma distributionBessel function distributiongeneralized asymmetric Laplace distributiongamma variance normal mixture

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Cites Work

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• Hyperbolic distributions in finance
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Cited In (3)

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• Geostatistical Modelling Using Non-Gaussian Matérn Fields
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