Interpolation, correlation identities, and inequalities for infinitely divisible variables View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

1998-11

AUTHORS

Christian Houdré, Victor Pérez-Abreu, Donatas Surgailis

ABSTRACT

We present an interpolation formula for the expectation of functions of infinitely divisible (i.d.) variables. This is then applied to study the association problem for i.d. vectors and to present new covariance expansions and correlation inequalities.

PAGES

651-668

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/bf02479672

DOI

http://dx.doi.org/10.1007/bf02479672

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1014722690


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