Three coalescent-based methods allowed us to infer some aspects of the history of three Bulgarian Gypsies populations belonging to the Vlax linguistic group: the Lom, Rudari and Kalderas. We used several kinds of genetic markers: HV1 sequences of the maternally inherited mitochondrial genome and microsatellites of the paternally inherited Y chromosome and of the biparentally inherited chromosome 8. This allowed us to infer several parameters for men and women: the splitting order of the populations and the ages of the splitting events, the growth rate in each population and the migration rates between populations. Altogether, they enabled us to infer a demographic scenario that could explain the genetic diversity of Vlax Roma: recent splits occurring after the arrival in Europe, asymmetric migration flows especially for males and unequal growth rates. This represents a considerable contribution to the Vlax Roma history in comparison with the inferences from classical population genetics.