Self-Decomposability of wea... - Researchers

Self-Decomposability of weak variance generalised gamma convolutions

Citation

Buchmann, B, Lu, K & Madan, D 2020, 'Self-Decomposability of weak variance generalised gamma convolutions', Stochastic Processes and their Applications 1, pp. 630-655.

Year

2019

ANU Authors

Associate Professor Boris Buchmann
Dr Kevin Lu

Field of Research

Probability Theory

Updated: 27 July 2024 / Responsible Officer: Director (Research Services Division) / Page Contact: Researchers