Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Levy-processes
Year of publication: |
25 Apr. 2004
|
---|---|
Other Persons: | Barndorff-Nielsen, Ole E. (contributor) ; Stelzer, Robert (contributor) |
Publisher: |
München : Techn. Univ., Sonderforschungsbereich Statistische Analyse Diskreter Strukturen |
Subject: | Statistische Verteilung | Statistical distribution | Theorie | Theory | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory |
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