Student’s t-Distribution and Related Stochastic Processes

• Κύριος συγγραφέας: Grigelionis, Bronius (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Σειρά: SpringerBriefs in Statistics,
• Θέματα: Statistics.; Statistics, general.

This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student’s distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution. These...

Πίνακας περιεχομένων:

• Introduction
• Asymptotics
• Preliminaries of Lévy Processes
• Student-Lévy Processes
• Student OU-type Processes
• Student Diffusion Processes
• Miscellanea
• Bessel Functions
• References
• Index.