The Variance-Gamma Distribution: A Review-Reference-Cited by-同舟云学术

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The Variance-Gamma Distribution: A Review

Published:2025-05-01 Issue:2 Volume:40 Page:
ISSN:0883-4237
Container-title:Statistical Science
language:
Short-container-title:Statist. Sci.

Author:

Fischer Adrian¹,Gaunt Robert E.²,Sarantsev Andrey³

Affiliation:

1. Adrian Fischer is Postdoctoral Research Associate, University of Oxford, Oxford, UK

2. Robert E. Gaunt is Senior Lecturer, University or Manchester, Manchester, UK

3. Andrey Sarantsev is Assistant Professor, University of Nevada, Reno, Nevada, USA

Publisher

Institute of Mathematical Statistics

Reference128 articles.

1. Nourdin, I. and Peccati, G. (2012). Normal Approximations with Malliavin Calculus: From Stein’s Method to Universality. Cambridge Tracts in Mathematics 192. Cambridge Univ. Press, Cambridge.

2. Guttorp, P. and Gneiting, T. (2006). Studies in the history of probability and statistics. XLIX. On the Matérn correlation family. Biometrika 93 989–995.

3. NOURDIN, I. and PECCATI, G. (2015). The optimal fourth moment theorem. Proc. Amer. Math. Soc. 143 3123–3133.

4. BOLIN, D. (2014). Spatial Matérn fields driven by non-Gaussian noise. Scand. J. Stat. 41 557–579.

5. KOTZ, S., KOZUBOWSKI, T. J. and PODGÓRSKI, K. (2001). The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance. Birkhäuser, Inc., Boston, MA.

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