On the relationship between the generalized Student \(t\)-distribution and the variance gamma distribution in statistical analysis of random-size samples
type: Item
instance of: scholarly article
title: On the relationship between the generalized Student \(t\)-distribution and the variance gamma distribution in statistical analysis of random-size samples
zbMATH Open document ID: 1348.62042
DOI: 10.1134/S1064562412040424
author: V. Yu. Korolev
published in: Doklady Mathematics
publication date: 2012-11-15T00:00:00Z
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6106517
MaRDI profile type: Publication
cites work: On an Application of the Student Distribution in the Theory of Probability and Mathematical Statistics
cites work: Q5829358
cites work: Q3091939
cites work: Q3091938
cites work: The Variance Gamma Process and Option Pricing
description: scientific article; zbMATH DE number 6106517