On p-generalized elliptical random processes

On p-generalized elliptical random processes

Abstract We introduce rank-k-continuous axis-aligned p-generalized elliptically contoured distributions and study their properties such as stochastic representations, moments, and density-like representations. Applying the Kolmogorov existence theorem, we prove the existence of random processes havi...

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Bibliographic Details
Main Authors: Klaus Müller, Wolf-Dieter Richter
Format: Article
Language:English
Published: SpringerOpen 2019-03-01
Series:Journal of Statistical Distributions and Applications
Subjects:
Axis-aligned p-generalized elliptically contoured distributions
Density-like representation
Kolmogorov consistency conditions
p-generalized spherically invariant random processes
Scale mixtures of multivariate axis-aligned p-generalized elliptically contoured Gaussian distributions
Simulation
Online Access:http://link.springer.com/article/10.1186/s40488-019-0090-6

Internet

http://link.springer.com/article/10.1186/s40488-019-0090-6

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