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The variance-gamma ratio distribution - MaRDI portal

The variance-gamma ratio distribution (Q6081754)

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scientific article; zbMATH DE number 7755470
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English
The variance-gamma ratio distribution
scientific article; zbMATH DE number 7755470

    Statements

    title
    The variance-gamma ratio distribution (English)
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    author
    Robert E. Gaunt
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    Si-Qi Li
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    publication date
    26 October 2023
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    zbMATH Keywords
    variance-gamma distribution
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    ratio distribution
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    product of correlated normal random variables
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    hypergeometric function
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    Meijer \(G\)-function
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    Identifiers

    arXiv ID
    2302.12581
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    DOI
    10.5802/crmath.495
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    zbMATH DE Number
    7755470
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    OpenAlex ID
    W4387905934
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