Student’s t-Distribution and Related Stochastic Processes

• Main Author: Grigelionis, Bronius (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Series: SpringerBriefs in Statistics,
• Subjects: 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...

Table of Contents:

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