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Stochastic Processes and their Applications 2019 / 3

Self-decomposability of weak variance generalised gamma convolutions

Buchmann, Boris, Lu, Kevin W., Madan, Dilip B.
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Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2019.02.012
Date:
March, 2019
File:
PDF, 634 KB
english, 2019
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