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Explicit forms for three integrals in Wand et al.

We derive explicit forms for the three integrals used in Kim and Wand [Electron. J. Statist. 10 (2016), 550-581] and Wand, Ormerody, Padoan, Frühwirth [Bayesian Anal. 6 (2011), 847-900]. The explicit forms involve known special functions for which in-built routines are available.

Grünwald-Letnikov fractional derivative ; Kummer confluent hypergeometric function ; Parabolic cylinder function ; Tricomi confluent hypergeometric function

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