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03/09/2023
The Variance-Gamma Distribution: A Review
The variance-gamma (VG) distributions form a four-parameter family which...
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03/21/2022
Modified Method of Moments for Generalized Laplace Distributions
In this short note, we demonstrate the failure of the classic method of ...
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03/19/2022
IID Time Series Testing
Traditional white noise testing, for example the Ljung-Box test, studies...
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11/20/2019
Autoregressive Modeling of Forest Dynamics
In this work, we employ autoregressive models developed in financial eng...
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05/11/2019
