From characteristic function to distribution function: a simple framework for the theory

From characteristic function to distribution function: a simple framework for the theory

Εμφάνιση άλλων εκδόσεων (2)

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 thi...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Shephard, N
Μορφή:	Journal article
Γλώσσα:	English
Έκδοση:	Cambridge University Press 1991
Θέματα:	Econometrics Economics

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