IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/0be1cf8e-39bc-4fe2-8bb2-e8c1f89b5ab5.html
   My bibliography  Save this paper

A Simple Approximation to the Convolution of Gamma Distributions (Revision of DP 2006-27)

Author

Listed:
  • Stewart, T.
  • Strijbosch, L.W.G.

    (Tilburg University, School of Economics and Management)

  • Moors, J.J.A.

    (Tilburg University, School of Economics and Management)

  • van Batenburg, P.

Abstract

No abstract is available for this item.

Suggested Citation

  • Stewart, T. & Strijbosch, L.W.G. & Moors, J.J.A. & van Batenburg, P., 2007. "A Simple Approximation to the Convolution of Gamma Distributions (Revision of DP 2006-27)," Other publications TiSEM 0be1cf8e-39bc-4fe2-8bb2-e, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:0be1cf8e-39bc-4fe2-8bb2-e8c1f89b5ab5
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/858139/dp2007-70.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Patrick Carmack & Jeffrey Spence & William Schucany, 2012. "Generalised correlated cross-validation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(2), pages 269-282.
    2. Jabari, Saif Eddin & Zheng, Jianfeng & Liu, Henry X., 2014. "A probabilistic stationary speed–density relation based on Newell’s simplified car-following model," Transportation Research Part B: Methodological, Elsevier, vol. 68(C), pages 205-223.
    3. Sally McClean & Lingkai Yang, 2023. "Semi-Markov Models for Process Mining in Smart Homes," Mathematics, MDPI, vol. 11(24), pages 1-16, December.
    4. Bégin Jean-François & Bédard Mylène & Gaillardetz Patrice, 2015. "Simulating from the Heston model: A gamma approximation scheme," Monte Carlo Methods and Applications, De Gruyter, vol. 21(3), pages 205-231, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:0be1cf8e-39bc-4fe2-8bb2-e8c1f89b5ab5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.