A practical, effective calculation of gamma difference distributions with open data science tools

DOI10.1080/00949655.2021.2023873MaRDI QIDQ5086095zbMATH OpenOpenAlexWikidataFDO

Authors Martina Hančová, Andrej Gajdoš, Jozef Hanč

Publication date 1 July 2022

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

Full work available at URL https://arxiv.org/abs/2105.04427

zbMATH Keywords

time serieseconometricskrigingdouble exponential quadraturecomputational toolshigh-performance Pythonnumerical inversion of the characteristic function

Mathematics Subject Classification ID

Statistics (62-XX) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Characterization and structure theory of statistical distributions (62E10)

Cites work

• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
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Cited in

(1)

• On the gamma difference distribution

Describes a project that uses

Uses Software

• fdslrm
• Jupyter Notebook
• GitHub
• Ooura
• Numba
• Python
• Cython
• Sinc-Pack
• RStudio
• Arb
• NumPy
• SciPy
• GSL
• mpmath
• SageMath
• PARI/GP
• Octave
• R
• Matlab
• Mathematica
• Maple
• DLMF

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