A Stein characterisation of the generalized hyperbolic distribution

Author: Gaunt Robert E.  

Publisher: Edp Sciences

E-ISSN: 1262-3318|21|issue|303-316

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.21, Iss.issue, 2017-12, pp. : 303-316

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Abstract