The lognormal characteristic function

DOI10.1080/03610928908830173MaRDI QIDQ5753270zbMATH OpenOpenAlexWikidataFDO

Authors Philip Holgate

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908830173

zbMATH Keywords

Asymptotic approximationcharacteristic functionlognormal distributionsaddle point methodsummation methods

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Asymptotic distribution theory in statistics (62E20)

Recommendations

• On lognormal random variables: I-the characteristic function
• Approximation methods for lognormal characteristic functions
• Some characterizations of the log-logistic distribution
• Characterization properties of the log-normal distribution obtained with the help of divergence measures
• scientific article; zbMATH DE number 3105171
• On the characteristic function of the generalized normal distribution
• On the Laplace transform of the lognormal distribution
• Characteristic functions of polynomial-normal distributions

Cites work

• scientific article; zbMATH DE number 3133146 (Why is no real title available?)
• scientific article; zbMATH DE number 193078 (Why is no real title available?)
• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• scientific article; zbMATH DE number 3049368 (Why is no real title available?)
• The Lognormal Distribution and Strong Non-Uniqueness of the Moment Problem

Cited in

(6)

• On the Laplace transform of the lognormal distribution: analytic continuation and series approximations
• On log-normal convolutions: an analytical-numerical method with applications to economic capital determination
• A representation theorem for smooth Brownian martingales
• On the Laplace transform of the lognormal distribution
• On lognormal random variables: I-the characteristic function
• Multilevel Monte Carlo approximation of functions

This page was built for publication: The lognormal characteristic function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5753270)