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From Characteristic Function to Distribution Function: A Simple Framework for the Theory

A unified framework is established for the study of the computation of the distribution function from the characteristic function. A new approach to the proof of Gurland's and Gil-Pelaez's univariate inversion theorem is suggested. A multivariate inversion theorem is then derived using this technique.
Year of publication:
1991
Authors: Shephard, N.G.
Published in:
Econometric Theory. - Cambridge University Press. - Vol. 7.1991, 04, p. 519-529
Publisher: Cambridge University Press
Description of contents: Abstract [journals.cambridge.org]
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005610499
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