On the moments of the variance-gamma distribution
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Publication:6178685
DOI10.1016/j.spl.2023.109884zbMath1522.60026arXiv2209.07767MaRDI QIDQ6178685
Publication date: 4 September 2023
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.07767
momenthypergeometric functionabsolute momentvariance-gamma distributionproduct of correlated normal random variables
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