المؤلفون: Gaunt, Robert E., Li, Siqi

المصدر: Comptes Rendus. Mathématique, Vol 361, Iss G7, Pp 1151-1161 (2023)

مصطلحات موضوعية: Variance-gamma distribution, ratio distribution, product of correlated normal random variables, hypergeometric function, Meijer $G$-function, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.495/; https://doaj.org/toc/1778-3569

URL الوصول: https://doaj.org/article/49236110ec294a618deea601e97a5cf5

المؤلفون: Gaunt, Robert E., Li, Siqi

المصدر: Gaunt , R E & Li , S 2024 , ' The distribution of the product of independent variance-gamma random variables ' , Journal of Mathematical Analysis and Applications , vol. 539 , no. 1 , 128530 . https://doi.org/10.1016/j.jmaa.2024.128530

مصطلحات موضوعية: Variance-gamma distribution, product distribution, Laplace distribution, product of correlated normal random variables, Meijer G-function

Relation: https://research.manchester.ac.uk/en/publications/39b3f289-b515-4705-9584-eca149034ba6

الاتاحة: https://research.manchester.ac.uk/en/publications/39b3f289-b515-4705-9584-eca149034ba6
https://doi.org/10.1016/j.jmaa.2024.128530

المؤلفون: Beaulieu Guillaume Boglioni, de Micheaux Pierre Lafaye, Ouimet Frédéric

المصدر: Dependence Modeling, Vol 9, Iss 1, Pp 424-438 (2021)

مصطلحات موضوعية: central limit theorem, graph theory, mutual independence, non-gaussian asymptotic distribution, triplewise independence, variance-gamma distribution, 62e20, 60f05, 60e10, Science (General), Q1-390, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2300-2298

URL الوصول: https://doaj.org/article/7e92691e34984f23afacada16ef98add

المؤلفون: Gaunt, Robert E.

المصدر: Gaunt , R E 2023 , ' On the moments of the variance-gamma distribution ' , Statistics and Probability Letters .

مصطلحات موضوعية: Variance-gamma distribution, moment, absolute moment, product of correlated normal random variables, hypergeometric function

وصف الملف: application/pdf

الاتاحة: https://research.manchester.ac.uk/en/publications/17c591f0-6105-44af-af46-4ad2987e8eb7
https://pure.manchester.ac.uk/ws/files/265347166/vg_moments_fv.pdf

المؤلفون: Cumani, S, Sarni, S

المساهمون: Cumani, S, Sarni, S

مصطلحات موضوعية: Duration variability, log-likelihood ratio, score calibration, speaker verification, variance-gamma distribution

وصف الملف: ELETTRONICO

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:001012674500006; volume:31; firstpage:2204; lastpage:2219; numberofpages:16; journal:IEEE/ACM TRANSACTIONS ON AUDIO, SPEECH, AND LANGUAGE PROCESSING; https://hdl.handle.net/11583/2979926; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85161603677; https://ieeexplore.ieee.org/document/10141873

الاتاحة: https://hdl.handle.net/11583/2979926
https://doi.org/10.1109/TASLP.2023.3282096
https://ieeexplore.ieee.org/document/10141873

المؤلفون: Fry, John, Smart, O., Serbera, J-P., Klar, B.

مصطلحات موضوعية: Football, Poisson distribution, Soccer, Sports analytics, Rugby Union, Variance Gamma distribution

الاتاحة: http://hdl.handle.net/10454/17767

المؤلفون: Jokubaitis, Saulius, Leipus, Remigijus

المصدر: Mathematic., Basel : MDPI, 2022, vol. 10, art. no. 1657, p. [1-27]. ; eISSN 2227-7390

مصطلحات موضوعية: linear regression, sparsity, asymptotic normality, variance-gamma distribution

وصف الملف: application/pdf

Relation: https://epublications.vu.lt/object/elaba:129693275/129693275.pdf; https://repository.vu.lt/VU:ELABAPDB129693275&prefLang=en_US

الاتاحة: https://repository.vu.lt/VU:ELABAPDB129693275&prefLang=en_US

المؤلفون: Saulius Jokubaitis, Remigijus Leipus

المصدر: Mathematics; Volume 10; Issue 10; Pages: 1657

مصطلحات موضوعية: linear regression, sparsity, asymptotic normality, variance-gamma distribution

وصف الملف: application/pdf

Relation: Probability and Statistics; https://dx.doi.org/10.3390/math10101657

الاتاحة: https://doi.org/10.3390/math10101657

المؤلفون: Kozubowski, Tomasz J, Mazur, Stepan, Podgórski, Krzysztof

المصدر: Theory of Probability and Mathematical Statistics. 109:55-80

مصطلحات موضوعية: Covariance mixture of Gaussian distributions, Distribution theory, Generalized asymmetric Laplace distribution, MatG distribution, Matrix gamma-normal distribution, Matrix variate distribution, Matrix variate gamma distribution, Matrix variate t distribution, Normal variancemean mixture, Variance gamma distribution, Naturvetenskap, Matematik, Sannolikhetsteori och statistik, Natural Sciences, Mathematics, Probability Theory and Statistics

URL الوصول: https://lup.lub.lu.se/record/39d52bae-64ee-493e-8a4f-fba9296f8e75
http://dx.doi.org/10.1090/tpms/1197

المؤلفون: Gaunt, R. E.

المصدر: Bulletin of the Australian Mathematical Society; Vol. 110 No. 2 (2024) ; 0004-9727

مصطلحات موضوعية: Variance-gamma distribution, cumulative distribution function, product of correlated normal random variables, modified Bessel function, modified Lommel function

Relation: https://journal.austms.org.au/ojs/index.php/Bulletin/article/view/18546

الاتاحة: https://journal.austms.org.au/ojs/index.php/Bulletin/article/view/18546

المؤلفون: Fischer, Adrian, Gaunt, Robert, Sarantsev, Andrey

المصدر: Fischer , A , Gaunt , R & Sarantsev , A 2024 , ' The Variance-Gamma Distribution: A Review ' , Statistical Science .

مصطلحات موضوعية: Variance-gamma distribution, distributional theory, estimation, variance-gamma process, financial modelling, approximation on Wiener space

Relation: https://research.manchester.ac.uk/en/publications/96873a37-15b8-47ea-8be6-e3312ef85dde

الاتاحة: https://research.manchester.ac.uk/en/publications/96873a37-15b8-47ea-8be6-e3312ef85dde

المؤلفون: Gaunt, Robert E.

المساهمون: Reinert, Gesine

مصطلحات موضوعية: 519.2, Probability, Stein's method, Variance-Gamma distribution, product normal distribution, chi-square distribution, functions of multivariate normal random variables, rate of convergence, coupling, distributional transformation, Friedman's statistic

URL الوصول: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.664761

المؤلفون: Kozubowski, Tomasz J., Mazur, Stepan, Podgorski, Krysztof

مصطلحات موضوعية: ddc:330, C10, C30, C46, Covariance mixture of Gaussian distributions, distribution theory, generalized Laplace distribution, MatG distribution, matrix variate distribution, matrix variate gamma distribution, matrix gamma-normal distribution, matrix variate t distribution, normal variance-mean mixture, variance gamma distribution

Relation: Series: Working Paper; No. 7/2022; gbv-ppn:1807443124; http://hdl.handle.net/10419/262156; RePEc:hhs:oruesi:2022_007

الاتاحة: http://hdl.handle.net/10419/262156

المؤلفون: Cumani S.

المساهمون: Cumani, S.

مصطلحات موضوعية: generalized hyperbolic distribution, log-likelihood ratio, Score calibration, unsupervised training, variance-gamma distribution

وصف الملف: ELETTRONICO

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000607795900002; volume:29; firstpage:547; lastpage:562; numberofpages:16; journal:IEEE/ACM TRANSACTIONS ON AUDIO, SPEECH, AND LANGUAGE PROCESSING; http://hdl.handle.net/11583/2872304; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85097207459; https://ieeexplore.ieee.org/document/9268110

الاتاحة: http://hdl.handle.net/11583/2872304
https://doi.org/10.1109/TASLP.2020.3040103
https://ieeexplore.ieee.org/document/9268110

المؤلفون: Fry, John, Smart, Oliver, Serbera, Jean-Philippe, Klar, Bernhard

مصطلحات موضوعية: Football, Poisson distribution, Rugby Union, Soccer, Sports analytics, Variance Gamma distribution

Relation: https://hull-repository.worktribe.com/output/3921056; Journal of Quantitative Analysis in Sports; Volume 17; Issue 1; Pagination 67-75; https://hull-repository.worktribe.com/file/3921056/1/Accepted%20manuscript

الاتاحة: https://hull-repository.worktribe.com/file/3921056/1/Accepted%20manuscript
https://hull-repository.worktribe.com/output/3921056
https://doi.org/10.1515/jqas-2019-0088

المؤلفون: Boglioni Beaulieu, Guillaume, Lafaye de Micheaux, Pierre, Ouimet, Frédéric

مصطلحات موضوعية: central limit theorem, graph theory, mutual independence, non-Gaussian asymptotic distribution, triplewise independence, variance-gamma distribution

Relation: http://arxiv.org/abs/2104.02292; https://doi.org/10.48550/arXiv.2104.02292; eprintid:108707

الاتاحة: https://doi.org/10.48550/arXiv.2104.02292

المؤلفون: Arras, Benjamin, Azmoodeh, Ehsan, Poly, Guillaume, Swan, Yvik

المساهمون: Université de Lille, Laboratoire Paul Painlevé - UMR 8524 LPP, University of Liverpool, Université de Rennes UR, Université libre de Bruxelles ULB

مصطلحات موضوعية: Second Wiener chaos, Variance-gamma distribution, Wasserstein-2 distance, Malliavin Calculus, Stein discrepancy

وصف الملف: application/octet-stream

Relation: Stochastic Processes and their Applications; http://hdl.handle.net/20.500.12210/122092

الاتاحة: https://hdl.handle.net/20.500.12210/122092

المؤلفون: Adrian Fischer, Adrian Fischer, Gaunt, Robert, SARANTSEV, ANDREY

المصدر: Adrian Fischer , A F , Gaunt , R & SARANTSEV , ANDREY 2023 , ' MODIFIED METHOD OF MOMENTS FOR GENERALIZED LAPLACE DISTRIBUTION ' , Communications in Statistics: Simulation and Computation .

مصطلحات موضوعية: Variance-gamma distribution, method of moments, parameter estimation

Relation: https://research.manchester.ac.uk/en/publications/ef720799-f45f-4e43-a772-76e945c31fe5

الاتاحة: https://research.manchester.ac.uk/en/publications/ef720799-f45f-4e43-a772-76e945c31fe5

المؤلفون: Thanakorn Nitithumbundit, Jennifer S. K. Chan

المصدر: Australian & New Zealand Journal of Statistics. 63:485-516

مصطلحات موضوعية: Statistics and Probability, Series (mathematics), Markov chain, Bayesian probability, Kurtosis, Estimator, Sampling (statistics), Autoregressive–moving-average model, Statistics, Probability and Uncertainty, Algorithm, Mathematics, Variance-gamma distribution

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::70179944aba23c27e52be20b908b0a7a
https://doi.org/10.1111/anzs.12340

المؤلفون: Ivanov, Roman V.

مصطلحات موضوعية: ddc:330, variance-gamma distribution, credit risk, call option, exponential distribution, shortfall risk, generalized hyperbolic function

Relation: gbv-ppn:1025641396; Journal: Risks; Volume: 6; Year: 2018; Issue: 2; Pages: 1-25; Basel: MDPI; http://hdl.handle.net/10419/195850

الاتاحة: http://hdl.handle.net/10419/195850
https://doi.org/10.3390/risks6020058