ON SIMULATION FROM INFINITELY DIVISIBLE DISTRIBUTIONS

被引:86
作者
BONDESSON, L
机构
关键词
D O I
10.2307/1427027
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:855 / 869
页数:15
相关论文
共 15 条
[1]  
Bartels R., 1978, Journal of Statistical Computation and Simulation, V7, P199, DOI 10.1080/00949657808810228
[2]  
BERG C, 1982, SCAND ACTURIAL J
[3]   CLASSES OF INFINITELY DIVISIBLE DISTRIBUTIONS AND DENSITIES [J].
BONDESSON, L .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 57 (01) :39-71
[4]   METHOD FOR SIMULATING STABLE RANDOM-VARIABLES [J].
CHAMBERS, JM ;
MALLOWS, CL ;
STUCK, BW .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (354) :340-344
[5]  
Chung K.L., 1974, COURSE PROBABILITY T, V2nd
[6]  
Feller W., 2008, INTRO PROBABILITY TH
[7]   BAYESIAN ANALYSIS OF SOME NONPARAMETRIC PROBLEMS [J].
FERGUSON, TS .
ANNALS OF STATISTICS, 1973, 1 (02) :209-230
[8]  
KENNEDY WJ, 1980, STATISTICAL COMPUTIN
[9]   THE SPECTRAL DECOMPOSITION OF A DIFFUSION HITTING TIME [J].
KENT, JT .
ANNALS OF PROBABILITY, 1982, 10 (01) :207-219
[10]  
LAWRANCE AJ, 1982, SCAND J STATIST, V9