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

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

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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...

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Manylion Llyfryddiaeth
Prif Awdur:	Shephard, N
Fformat:	Journal article
Iaith:	English
Cyhoeddwyd:	Cambridge University Press 1991
Pynciau:	Econometrics Economics

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