Saddlepoint approximation for the generalized inverse Gaussian Lévy process (Q2141580)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Saddlepoint approximation for the generalized inverse Gaussian Lévy process |
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Saddlepoint approximation for the generalized inverse Gaussian Lévy process (English)
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25 May 2022
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Metropolis-Hastings algorithm
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modified Bessel functions of the second kind
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parametric bootstrap
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saddlepoint approximation
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