Inference procedures for the variance gamma model and applications (Q4922652)
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scientific article; zbMATH DE number 6170064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference procedures for the variance gamma model and applications |
scientific article; zbMATH DE number 6170064 |
Statements
Inference procedures for the variance gamma model and applications (English)
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3 June 2013
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variance gamma distribution
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goodness-of-fit test
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characteristic function
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maximum-likelihood estimation
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