Generalized Hyperbolic Laws as Limit Distributions for Random Sums
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Publication:5166315
DOI10.1137/S0040585X97986400zbMath1297.60014MaRDI QIDQ5166315
Publication date: 26 June 2014
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
convergence ratemixturesrandom sumgeneralized Gaussian distributiongeneralized hyperbolic distribution
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Special processes (60K99)
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