From characteristic function to distribution function: a simple framework for the theory
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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| Format: | Journal article |
| Language: | English |
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Cambridge University Press
1991
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| _version_ | 1797097359975383040 |
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| author | Shephard, N |
| author_facet | Shephard, N |
| author_sort | Shephard, N |
| collection | OXFORD |
| description | 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 this technique. |
| first_indexed | 2024-03-07T04:54:25Z |
| format | Journal article |
| id | oxford-uuid:d619fcd8-a5c4-41c0-aa00-858ca901e40d |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-07T04:54:25Z |
| publishDate | 1991 |
| publisher | Cambridge University Press |
| record_format | dspace |
| spelling | oxford-uuid:d619fcd8-a5c4-41c0-aa00-858ca901e40d2022-03-27T08:30:53ZFrom characteristic function to distribution function: a simple framework for the theoryJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:d619fcd8-a5c4-41c0-aa00-858ca901e40dEnglishDepartment of Economics - ePrintsCambridge University Press1991Shephard, NA 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 this technique. |
| spellingShingle | Shephard, N From characteristic function to distribution function: a simple framework for the theory |
| title | From characteristic function to distribution function: a simple framework for the theory |
| title_full | From characteristic function to distribution function: a simple framework for the theory |
| title_fullStr | From characteristic function to distribution function: a simple framework for the theory |
| title_full_unstemmed | From characteristic function to distribution function: a simple framework for the theory |
| title_short | From characteristic function to distribution function: a simple framework for the theory |
| title_sort | from characteristic function to distribution function a simple framework for the theory |
| work_keys_str_mv | AT shephardn fromcharacteristicfunctiontodistributionfunctionasimpleframeworkforthetheory |