A practical, effective calculation of gamma difference distributions with open data science tools
DOI10.1080/00949655.2021.2023873OpenAlexW3162213043WikidataQ113851722 ScholiaQ113851722MaRDI QIDQ5086095FDOQ5086095
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
time serieseconometricskrigingdouble exponential quadraturecomputational toolshigh-performance Pythonnumerical inversion of the characteristic function
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)
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