Inference procedures for the variance gamma model and applications

DOI10.1080/00949655.2011.624518zbMath1348.62160OpenAlexW2085599950MaRDI QIDQ4922652

Simos G. Meintanis, Dimitris Karlis, Konstantinos Fragiadakis

Publication date: 3 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.624518

zbMATH Keywords

characteristic functiongoodness-of-fit testmaximum-likelihood estimationvariance gamma distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Related Items

A note on gamma difference distributions

Cites Work

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