Inference procedures for the variance gamma model and applications

DOI10.1080/00949655.2011.624518zbMATH Open1348.62160OpenAlexW2085599950MaRDI QIDQ4922652FDOQ4922652

Authors: Dimitris Karlis, Simos G. Meintanis, Konstantinos Fragiadakis 

Publication date: 3 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.624518

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zbMATH Keywords

characteristic functiongoodness-of-fit testmaximum-likelihood estimationvariance gamma distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Cites Work

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• BINARY REGRESSION WITH A CLASS OF SKEWEDtLINK MODELS
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Cited In (8)

• Towards a \(\Delta\)-Gamma Sato multivariate model
• Approximation of the variance gamma model with a finite mixture of normals
• Tests of fit for normal inverse Gaussian distributions
• A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES
• A note on gamma difference distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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