Absolute moments of the variance-gamma distribution (Q6640883)
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scientific article; zbMATH DE number 7946870
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Absolute moments of the variance-gamma distribution |
scientific article; zbMATH DE number 7946870 |
Statements
Absolute moments of the variance-gamma distribution (English)
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20 November 2024
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variance-gamma distribution
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absolute moment
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asymmetric Laplace distribution
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product of correlated normal random variables
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modified Bessel function
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hypergeometric function
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