کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10526307 958451 2005 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Type G and spherical distributions on Rd
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Type G and spherical distributions on Rd
چکیده انگلیسی
A class of multivariate distributions obtained by Gaussian randomizations of jumps of a Lévy process is studied. Specifically, exact convenient representations of type G distributions, given that they are of spherical type, are demonstrated. The methodology reveals new ways in extracting families of distributions that may help in understanding various applications that arise in finance. Applications from explicit distributions are also confirmed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 72, Issue 1, 1 April 2005, Pages 23-32
نویسندگان
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