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Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan - In: Econometric theory 14 (1998) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10001245314
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Comment on "Weak convergence to a matrix stochastic integral with stable processes"
Paulauskas, Vygantas; Račev, Svetlozar T.; Fabozzi, … - In: Econometric theory 27 (2011) 4, pp. 907-911
Persistent link: https://www.econbiz.de/10009311663
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COMMENT ON “WEAK CONVERGENCE TO A MATRIX STOCHASTIC INTEGRAL WITH STABLE PROCESSES”
Paulauskas, Vygantas; Rachev, Svetlozar T.; Fabozzi, … - In: Econometric theory 27 (2011) 4, pp. 907-912
Persistent link: https://www.econbiz.de/10009177568
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Chi-Square-Type Distributions for Heavy-Tailed Variates
Mittnik, Stefan; Rachev, Svetlozar T.; Kim, Jeong-Ryeol - In: Econometric theory 14 (1998) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10006993040