Mixed Gaussian probabilistic models of real processes

MaRDI QIDQ3052848zbMATH OpenFDO

Authors V. Yu. Korolev

Publication date 2 November 2010

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Central limit and other weak theorems (60F05) Gaussian processes (60G15)

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Cited in

(2)

• Statistical decomposition of volatility
• On the accuracy of approximation of the negative binomial distribution by the gamma distribution and convergence rate of the distributions of some statistics to the Student distribution

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