Pages that link to "Item:Q4822467"

The following pages link to Stieltjes classes for moment-indeterminate probability distributions (Q4822467):

Displaying 32 items.

• Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
• Moment problems on bounded and unbounded domains (Q355575) (← links)
• New results on Markov moment problem (Q355620) (← links)
• On moment indeterminacy of the Benini income distribution (Q379932) (← links)
• Reconstruction of conditional expectations from product moments with applications (Q458179) (← links)
• The generalized lognormal distribution and the Stieltjes moment problem (Q482793) (← links)
• Krein condition and the Hilbert transform (Q829355) (← links)
• Structure of Stieltjes classes of moment-equivalent probability laws (Q865341) (← links)
• Mixtures of power series distributions: identifiability via uniqueness in problems of moments (Q907100) (← links)
• A new proof that the product of three or more exponential random variables is moment-indeterminate (Q968465) (← links)
• Characterization of solutions to the Stieltjes-Wigert moment problem (Q1021774) (← links)
• Recent developments on the moment problem (Q1690063) (← links)
• \(q\)-Stieltjes classes for some families of \(q\)-densities (Q1726854) (← links)
• New Stieltjes classes involving generalized gamma distributions (Q1771455) (← links)
• Method for constructing Stieltjes classes for \(M\)-indeterminate probability distributions (Q1780524) (← links)
• Distributions that are both log-symmetric and R-symmetric (Q1951802) (← links)
• On the order statistics of standard normal-based power method distributions (Q1954431) (← links)
• On the \(q\)-moment determinacy of probability distributions (Q2210189) (← links)
• A Nyström method for a class of Fredholm integral equations on the real semiaxis (Q2359414) (← links)
• Integrable probability: from representation theory to MacDonald processes (Q2441040) (← links)
• Stieltjes classes for M-indeterminate powers of inverse Gaussian distributions (Q2483851) (← links)
• When does \(E(X^{k}\cdot Y^{l})=E(X^{k})\cdot E(Y^{l})\) imply independence? (Q2495418) (← links)
• Generating M-indeterminate probability densities by way of quantum mechanics (Q2676997) (← links)
• Characteristic function and operator approach to M-indeterminate probability densities (Q2697696) (← links)
• Inference Problems Involving Moment Determinacy of Distributions (Q3167827) (← links)
• The Logarithmic Skew-Normal Distributions are Moment-Indeterminate (Q3182438) (← links)
• Operators on the vanishing moments subspace and Stieltjes classes for M-indeterminate probability distributions (Q5095870) (← links)
• Estimating tails of independently stopped random walks using concave approximations of hazard functions (Q5152523) (← links)
• On Conditions for a Probability Distribution to Be Uniquely Determined by Its Moments (Q5216292) (← links)
• PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS (Q5455259) (← links)
• Some results for moment-empirical cumulative distribution functions (Q5712073) (← links)
• Stieltjes classes for discrete distributions of logarithmic type (Q5866188) (← links)