On the moments of the variance-gamma distribution-Reference-Cited by-同舟云学术

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On the moments of the variance-gamma distribution

Published:2023-10 Issue: Volume:201 Page:109884
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Gaunt Robert E.^ORCID

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference16 articles.

1. Optimal variance-Gamma approximation on the second Wiener chaos;Azmoodeh;J. Funct. Anal.,2022

2. On the frequency function of xy;Craig;Ann. Math. Stat.,1936

3. The variance-Gamma distribution: A review;Fischer,2023

4. Rates of Convergence of Variance-Gamma Approximations Via Stein’s Method;Gaunt,2013

5. Variance-Gamma approximation via Stein’s method;Gaunt;Electron. J. Probab.,2014

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Absolute moments of the variance-gamma distribution;Journal of Mathematical Analysis and Applications;2025-03

2. On the gamma difference distribution;Statistics & Probability Letters;2024-08

3. Modified method of moments for generalized Laplace distributions;Communications in Statistics - Simulation and Computation;2024-03-05

4. The variance-gamma ratio distribution;Comptes Rendus. Mathématique;2023-10-24

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