Estimation and Simulation of the Riesz-Bessel Distribution
DOI10.1080/03610920500200295zbMath1077.62011OpenAlexW1990725850MaRDI QIDQ5697387
V. V. Anh, C. Pesee, Ross S. McVinish
Publication date: 17 October 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://eprints.qut.edu.au/6503/1/6503_2.pdf
Lévy motionapproximate maximum likelihoodmixtures of exponential distributionsgeneralized Gamma convolutionsexchange rate modelssimulation of random variablesGCMEDRiesz-Bessel distribution
Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Exact distribution theory in statistics (62E15) Auctions, bargaining, bidding and selling, and other market models (91B26) Random number generation in numerical analysis (65C10)
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Cites Work
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