A characterization of the gamma process by conditional moments
| Year of publication: |
1989
|
|---|---|
| Authors: | Wesołowski, Jacke |
| Published in: |
Metrika. - Springer. - Vol. 36.1989, 1, p. 299-309
|
| Publisher: |
Springer |
| Subject: | Gamma process | characterization of probability distributions | conditional expectation | conditional variance |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005602824