On the relationship between the generalized Student \(t\)-distribution and the variance gamma distribution in statistical analysis of random-size samples

DOI10.1134/S1064562412040424zbMath1348.62042MaRDI QIDQ1761082

V. Yu. Korolev

Publication date: 15 November 2012

Published in: Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (1)

Bounds for convergence rate in laws of large numbers for mixed Poisson random sums

Cites Work

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• The Variance Gamma Process and Option Pricing
• On an Application of the Student Distribution in the Theory of Probability and Mathematical Statistics

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