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- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Barndorff-Nielsen, O. E., Stelzer, R.
- Title:
- Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes.
- Journal title:
- Scandinavian Journal of Statistics
- Year:
- 2005
- Journal volume:
- 32
- Journal issue:
- 4
- Pages contribution:
- 617-637
- Language:
- en
- Fulltext / DOI:
- doi:10.1111/j.1467-9469.2005.00466.x
- WWW:
- http://www.blackwellpublishing.com
- Status:
- Verlagsversion / published
- Copyright statement:
- (This is an electronic version of an article published in Scandinavian Journal of Statistics complete citation information for the final version of the paper, as published in the print edition of Scandinavian Journal of Statistics is available on the Blackwell Synergy online delivery service, accessible via the journal's website at http://www.blackwellpublishing.com or http://www.blackwell-synergy.com) Matlab code to calculate normal µ-centered moments and absolute µ-centered moments of NIG di... »
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX