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

Author

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

    (Tilburg University, Center For Economic Research)

  • Moors, J.J.A.

    (Tilburg University, Center For Economic Research)

  • 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)," Discussion Paper 2007-70, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:0be1cf8e-39bc-4fe2-8bb2-e8c1f89b5ab5
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    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.

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