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Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions
Behme, Anita, Maejima, Makoto, Matsui, Muneya, Sakuma, NoriyoshiVolume:
18
Language:
english
Journal:
Bernoulli
DOI:
10.3150/11-BEJ382
Date:
November, 2012
File:
PDF, 174 KB
english, 2012