The generalized lognormal distribution and the Stieltjes moment problem

DOI10.1007/S10959-013-0477-0zbMath1310.60009arXiv1301.1277OpenAlexW2076240140MaRDI QIDQ482793

Christian Kleiber

Publication date: 6 January 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.1277

zbMATH Keywords

moment problemsize distributionlognormal distributionvolatility modelStieltjes classgeneralized error distributiongeneralized lognormal distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Moment problems (44A60)

Related Items (4)

M-indeterminate distributions in quantum mechanics and the non-overlapping wave function paradox ⋮ Operators on the vanishing moments subspace and Stieltjes classes for M-indeterminate probability distributions ⋮ Generating M-indeterminate probability densities by way of quantum mechanics ⋮ Recent developments on the moment problem

Cites Work

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• Stieltjes classes for moment-indeterminate probability distributions
• Advanced Probability Theory, Second Edition,
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