Type \(G\) and spherical distributions on \(\mathbb R^d\)
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Publication:1776346
DOI10.1016/j.spl.2004.11.022zbMath1067.62055OpenAlexW2039393954MaRDI QIDQ1776346
Publication date: 12 May 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2004.11.022
Lévy processradial functionsLévy measuresreturn distributionmathematical and computational financeprocesses with jumps and infinite varianceseries and integral representationstype G family of processesvariance mixtures of normal distributions
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Cites Work
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