Cumulants of infinitely divisible distributions

DOI10.1515/ROSE.2009.007zbMath1224.60023MaRDI QIDQ3077690

Truc T. Nguyen, John T. Chen, Arjun K. Gupta, Damodar N. Shanbhag

Publication date: 22 February 2011

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

momentsinfinitely divisible distributionscumulantmixtures of exponential distributionsLévy spectral measureself-decomposable distributionsgeneralized gamma convolution familyKolmogorov spectral measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (3)

Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability ⋮ On a new Class of Tempered Stable Distributions: Moments and Regular Variation ⋮ Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes

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