The following pages link to (Q3563040):
Displaying 4 items.
- Moments and polynomial expansions in discrete matrix-analytic models (Q2145823) (← links)
- Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes (Q2427782) (← links)
- The dual multivariate Charlier and Edgeworth expansions (Q2452876) (← links)
- Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)