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

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

Бусад хувилбаруудыг харуулах (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...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй
Үндсэн зохиолч:	Shephard, N
Формат:	Journal article
Хэл сонгох:	English
Хэвлэсэн:	Cambridge University Press 1991
Нөхцлүүд:	Econometrics Economics

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