Student<U+0019>s t-Distribution and Related Stochastic Processes

This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student<U+0019>s distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distri...

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Bibliographic Details
Main Author: Grigelionis, Bronius. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Series:SpringerBriefs in Statistics,
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-31146-8
Table of Contents:
  • Introduction
  • Asymptotics
  • Preliminaries of Lv̌y Processes
  • Student-Lv̌y Processes
  • Student OU-type Processes
  • Student Diffusion Processes
  • Miscellanea
  • Bessel Functions
  • References
  • Index.