Journal article
From characteristic function to distribution function: a simple framework for the theory
- Abstract:
- A unified framework is established for the study of the computation of the distribution function from the characteristic function. A new approach to the proof of Gurland's and Gil-Pelaez's univariate inversion theorem is suggested. A multivariate inversion theorem is then derived using this technique.
- Publication status:
- Published
- Peer review status:
- Peer reviewed
Actions
Authors
- Publisher:
- Cambridge University Press
- Journal:
- Econometric theory More from this journal
- Volume:
- 7
- Issue:
- 4
- Pages:
- 519-529
- Publication date:
- 1991-12-01
- Edition:
- Publisher's version
- ISSN:
-
0266-4666
- Language:
-
English
- Keywords:
- Subjects:
- UUID:
-
uuid:a4c3ad11-74fe-458c-8d58-6f74511a476c
- Local pid:
-
ora:2271
- Deposit date:
-
2008-08-12
Terms of use
- Copyright holder:
- Cambridge University Press
- Copyright date:
- 1991
- Notes:
- N.B. Professor Shephard was based at London School of Economics when this article was first published. Citation: Shephard, N. (1991). 'From characteristic function to distribution function: A simple framework for the theory', Econometric Theory, 7(4), 519-529. Copyright 1991 Cambridge University Press.
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