Multivariate Geometric Stable Laws Export

@article{citeulike:6028467, abstract = {The paper discusses recent advances in the theory of multivariate geometric stable (GS) distributions. The results presented include characterizations, mixture representations, properties, simulation, and estimation.}, author = {Kozubowski, T. J. and Rachev, S. T.}, citeulike-article-id = {6028467}, citeulike-linkout-0 = {http://dx.doi.org/10.1023/A:1022692806500}, citeulike-linkout-1 = {http://www.springerlink.com/content/vp86u4t37821h460}, day = {1}, doi = {10.1023/A:1022692806500}, journal = {Journal of Computational Analysis and Applications}, keywords = {multivariate, stable-distribution}, month = {October}, number = {4}, pages = {349--385}, posted-at = {2009-10-28 19:57:27}, priority = {2}, title = {Multivariate Geometric Stable Laws}, url = {http://dx.doi.org/10.1023/A:1022692806500}, volume = {1}, year = {1999} }

TY - JOUR ID - citeulike:6028467 L3 - citeulike-article-id:6028467 N2 - The paper discusses recent advances in the theory of multivariate geometric stable (GS) distributions. The results presented include characterizations, mixture representations, properties, simulation, and estimation. IS - 4 JF - Journal of Computational Analysis and Applications EP - 385 TI - Multivariate Geometric Stable Laws VL - 1 SP - 349 KW - multivariate KW - stable-distribution AU - Kozubowski, TJ AU - Rachev, ST PY - 1999/10/01/ UR - http://dx.doi.org/10.1023/A:1022692806500 ER -