Student s t-distribution and related stochastic processes
This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student s distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution. These...
Enregistré dans:
| Hovedforfatter: | |
|---|---|
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Udgivelse: | 1st ed. 2013. |
| Serier: | SpringerBriefs in Statistics
|
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Kommentar: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Student s t-Distribution and Related Stochastic Processes, Texte imprimé, 9783642311451 • Student's t-Distribution and Related Stochastic Processes, Texte imprimé, 9783642311475 |
Indholdsfortegnelse:
- Introduction Asymptotics Preliminaries of Lévy Processes Student-Lévy Processes Student OU-type Processes Student Diffusion Processes Miscellanea Bessel Functions References Index