Statistical properties of the generalized inverse Gaussian distribution (Q1164921)
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scientific article; zbMATH DE number 3764931
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical properties of the generalized inverse Gaussian distribution |
scientific article; zbMATH DE number 3764931 |
Statements
Statistical properties of the generalized inverse Gaussian distribution (English)
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1982
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generalized inverse Gaussian distribution
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exponential family
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normal approximation
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maximum likelihood estimators
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diffusion processes
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distribution of first hitting time
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