Approximation for the Normal Inverse Gaussian Process Using Random Sums

DOI10.1080/07362990903259702zbMath1190.60025OpenAlexW2057305165MaRDI QIDQ3651647

Carlos G. Pacheco-González

Publication date: 11 December 2009

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990903259702

zbMATH Keywords

random sumsNormal inverse Gaussian process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Related Items

Fractional normal inverse Gaussian diffusion ⋮ Truncated moment-generating functions of the NIG process and their applications

Cites Work

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