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Informatika i Ee Primeneniya [Informatics and its Applications], 2012, Volume 6, Issue 1, Pages 3–11 (Mi ia178)  

This article is cited in 11 scientific papers (total in 11 papers)

Skew Student distributions, variance-gamma distributions and their generalizations as asymptotic approximations

V. Yu. Koroleva, I. A. Sokolovb

a M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
b Institute of Informatics Problems RAS
References:
Abstract: The paper demonstrates that skew Student distributions and (skew) variance-gamma distributions can appear as limit laws in rather simple limit theorems for regular statistics, in particular, in the scheme of random summation of random variables and, hence, can be regarded as asymptotic approximations to the distributions of many processes related to the evolution of complex systems.
Keywords: skew Student distribution; variance-gamma distribution; limit theorem; random sum; transfer theorem.
Document Type: Article
Language: Russian
Citation: V. Yu. Korolev, I. A. Sokolov, “Skew Student distributions, variance-gamma distributions and their generalizations as asymptotic approximations”, Inform. Primen., 6:1 (2012), 3–11
Citation in format AMSBIB
\Bibitem{KorSok12}
\by V.~Yu.~Korolev, I.~A.~Sokolov
\paper Skew Student distributions, variance-gamma distributions and their generalizations as asymptotic approximations
\jour Inform. Primen.
\yr 2012
\vol 6
\issue 1
\pages 3--11
\mathnet{http://mi.mathnet.ru/ia178}
Linking options:
  • https://www.mathnet.ru/eng/ia178
  • https://www.mathnet.ru/eng/ia/v6/i1/p3
  • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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