Approximation methods for lognormal characteristic functions

DOI10.1080/00949655.2018.1530775OpenAlexW2895088907MaRDI QIDQ4960784FDOQ4960784

Authors: Martin Wiegand, Saralees Nadarajah 

Publication date: 23 April 2020

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

Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/approximation-methods-for-lognormal-characteristic-functions(bbd9fcd0-58ea-475a-9dd5-5f893836b7e1).html

zbMATH Keywords

simulationsBessel functionTaylor series

Mathematics Subject Classification ID

Statistical distribution theory (62Exx)

Cites Work

• Title not available (Why is that?)
• On the Laplace transform of the lognormal distribution
• Exponentially convergent Fourier-Chebyshev quadrature schemes on bounded and infinite intervals

Cited In (2)

• Differentiated logdensity approximants
• The lognormal characteristic function

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