Approximation methods for lognormal characteristic functions

DOI10.1080/00949655.2018.1530775MaRDI QIDQ4960784zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Exponentially convergent Fourier-Chebyshev quadrature schemes on bounded and infinite intervals
• On the Laplace transform of the lognormal distribution

Cited in

(2)

• Differentiated logdensity approximants
• The lognormal characteristic function

This page was built for publication: Approximation methods for lognormal characteristic functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4960784)