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Hitaj, A., Hubalek, F., Mercuri, L., Rroji, E. (2016). On multivariate extensions of the Mixed Tempered Stable distribution. In A. Colubi, A. Blanco, C. Gatu (a cura di), Proceedings of COMPSTAT 2016 - 22nd International Conference on Computational Statistics (pp. 159-167). The International Statistical Institute / International Association for Statistical Computing.

On multivariate extensions of the Mixed Tempered Stable distribution

Hitaj, A
;Mercuri, L;Rroji, E
2016
Capitolo o saggio
Mixed Tempered Stable; infinitely divisible; Heavy Tails; Dependence Structure
English
Proceedings of COMPSTAT 2016 - 22nd International Conference on Computational Statistics
Colubi, A; Blanco, A; Gatu, C
2016
978-90-73592-36-0
The International Statistical Institute / International Association for Statistical Computing
159
167
Hitaj, A., Hubalek, F., Mercuri, L., Rroji, E. (2016). On multivariate extensions of the Mixed Tempered Stable distribution. In A. Colubi, A. Blanco, C. Gatu (a cura di), Proceedings of COMPSTAT 2016 - 22nd International Conference on Computational Statistics (pp. 159-167). The International Statistical Institute / International Association for Statistical Computing.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/187285
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