Nonparametric estimation of the canonical measure for infinitely divisible distributions

Journal of Statistical Computation and Simulation

Volumn 73, Issue 7, 2003, Pages 525-542

  Watteel, R N ^a   Kulperger, R J ^a  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

Central limit theorem; Empirical characteristic function; Gaussian processes; Infinitely divisible distributions; Kolmogorov canonical measure; Simulation; Smoothing

Indexed keywords

EID: 0038807577     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/0094965021000015477     Document Type: Article

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