A survey of the theory of characteristic functions
From MaRDI portal
Publication:5180145
DOI10.2307/1425805zbMath0272.60012OpenAlexW2323061844MaRDI QIDQ5180145
Publication date: 1972
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1425805
Related Items
The characteristic function of the discrete Cauchy distribution in memory of T. Cacoullos, Semiparametric identification of the bid-ask spread in extended Roll models, The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples, The inverse approach to Dirac-type systems based on the \(A\)-function concept, A fast Monte Carlo scheme for additive processes and option pricing, The two-barrier escape problem for compound renewal processes with two-sided jumps, Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics, Semiparametric estimation of the bid-ask spread in extended roll models, Quasi-Bell inequalities from symmetrized products of noncommuting qubit observables, On the class of \(\tau_T\) semigroups of probability distribution functions, Arithmetic of probability laws, On \(\tau_T\) semigroups of probability distribution functions II, A Reparameterized Weighted Lindley Distribution: Properties, Estimation and Applications
