Fung, Thomas; Wang, Joanna J.J.; Seneta, Eugene - In: Computational Statistics & Data Analysis 67 (2013) C, pp. 258-267
The Generalised Normal Variance–Mean (GNVM) model in which the mixing random variable is Gamma distributed is … considered. This model generalises the popular Variance-Gamma (VG) distribution. This GNVM model can be interpreted as the …