Tempered Stable Distributions (Q2950356)

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Tempered Stable Distributions
scientific article

    Statements

    title
    Tempered Stable Distributions (English)
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    author
    Michael Grabchak
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    publication date
    8 October 2015
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    zbMATH Keywords
    heavy tails
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    infinitely divisible
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    Lévy process
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    Rosinski measure
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    stable distribution
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    tempered stable
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    truncated Lévy flight
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    Identifiers

    Mathematics Subject Classification ID
    60-02
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    60E07
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    60G51
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    zbMATH DE Number
    6492253
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