On linear combination of generalized logistic random variables with an application to financial returns
DOI10.1016/j.amc.2020.125314zbMath1488.60020OpenAlexW3017845244MaRDI QIDQ2185416
Ali İ. Genç, Božidar V. Popović, Andjela Mijanović
Publication date: 4 June 2020
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2020.125314
Mellin transformlinear combinationinverse Mellin transformdependent logistic random variablesFox H functionFox H numerical routinelogistic random variable
Probability distributions: general theory (60E05) Numerical approximation and evaluation of special functions (33F05)
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Cites Work
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- A convergence theorem for random linear combinations of independent normal random variables
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