An extension of the notion of a generalized Γ-convolution

By Olof Thorin. 1978

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Yu Nishiyama
2. Ole E. Barndorff-Nielsen
3. Ernst Eberlein
4. Kenji Fukumizu
5. E. A. V. Hammerstein
6. M. Maejima
7. Ken-iti Sato
8. N. Shephard

Citations in the corpus

• Characteristic Kernels and Infinitely Divisible Distributions (2014, methodology): “In general, the class of extended generalized Γ-convolutions is obtained by the normal mean-variance mixture of the generalized Γ-convolution (Thorin, 1978).”
• Generalized Hyperbolic and Inverse Gaussian Distributions: Limiting Cases and Approximation of Processes (2003, methodology): “Our presentation follows Thorin [31], [32] and [33].”
• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations (2006, background): “Subsequently Thorin (1978) considered the smallest class on the real line R which contains all generalized ˆ-convolutions and is closed under convolution, convergence and reflection.”