Search Results - subject:"Orthogonal polynomials"

Error Bounds for Asymptotic Expansion of the Conditional Variance of the Scale Mixtures of the Multivariate Normal Distribution

Fotopoulos, Stergios; He, Lijian - In: Annals of the Institute of Statistical Mathematics 51 (1999) 4, pp. 731-747

Persistent link: https://www.econbiz.de/10005395821

Frequency moments analysis of the dynamic structure factor of statistical systems

Gerasimov, O.I.; Schram, P.P.J.M. - In: Physica A: Statistical Mechanics and its Applications 268 (1999) 3, pp. 513-524

General relations of the theory of classical moments and orthogonal polynomials are applied to the construction of …

Persistent link: https://www.econbiz.de/10010664950

Lancaster bivariate probability distributions with Poisson, negative binomial and gamma margins

Koudou, Angelo - In: TEST: An Official Journal of the Spanish Society of … 7 (1998) 1, pp. 95-110

Persistent link: https://www.econbiz.de/10005613330

Orthogonal polynomials and natural exponential families

Pommeret, D. - In: TEST: An Official Journal of the Spanish Society of … 5 (1996) 1, pp. 77-111

Persistent link: https://www.econbiz.de/10005759575

A characterization of the Pearson system of distributions and the associated orthogonal polynomials

Papathanasiou, V. - In: Annals of the Institute of Statistical Mathematics 47 (1995) 1, pp. 171-176

Persistent link: https://www.econbiz.de/10005395543

Density Approximations For Multivariate Affine Jump-Diffusion Processes

FILIPOVIC, Damir; BERHARD, Eberhard; SCHNEIDER, Paul

We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess all polynomial moments. We establish parametric conditions...

Persistent link: https://www.econbiz.de/10010550295