Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

  • Anita Behme - , Technical University of Braunschweig (Author)
  • M. Maejima - (Author)
  • Muneya Matsui - (Author)
  • Noriyoshi Sakuma - (Author)

Details

Original languageEnglish
Pages (from-to)1172-1187
Journal Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability
Volume18
Issue number4
Publication statusPublished - 2012
Peer-reviewedYes
Externally publishedYes

External IDs

Scopus 84873347720