{"product_id":"9783642311451","title":"SpringerBriefs in Statistics","description":"\u003ch1\u003eSpringerBriefs in Statistics\u003c\/h1\u003e \u003ch2\u003eGrigelionis, Bronius\u003c\/h2\u003e \u003cp\u003eThis brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student’s distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution. These results allow us to define and analyse Student-Lévy processes as Thorin subordinated Gaussian Lévy processes. A broad class of one-dimensional, strictly stationary diffusions with the Student’s \u003ci\u003et\u003c\/i\u003e-marginal distribution are defined as the unique weak solution for the stochastic differential equation. Using the independently scattered random measures generated by the bi-variate centred Student-Lévy process, and stochastic integration theory, a univariate, strictly stationary process with the centred Student’s \u003ci\u003et-\u003c\/i\u003e marginals and the arbitrary correlation structure are defined. As a promising direction for future work in constructing and analysing new multivariate Student-Lévy type processes, the notion of Lévy copulas and the related analogue of Sklar’s theorem are explained.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2012-09-18\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9783642311451\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-642-31146-8\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 99\u003c\/p\u003e ","brand":"Springer Berlin Heidelberg","offers":[{"title":"Default Title","offer_id":46545278730380,"sku":"9783642311451","price":35.96,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783642311451.jpg?v=1775774875","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9783642311451","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}