A class of multivariate cone-valued infinitely divisible probability distributions

DOI10.1007/S13171-026-00436-XMaRDI QIDQ6845193zbMATH OpenFDO

Authors Afif Masmoudi, Khalil Masmoudi, Hajer Rejeb

Publication date 13 March 2026

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S13171-026-00436-X

zbMATH Keywords

cone-valued distributionscumulant functionsinfinite divisibilityinverse Gaussian distributionmultivariate distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites work

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• Multivariate subordination, self-decomposability and stability
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• Probability with Martingales
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• Representation of infinitely divisible distributions on cones
• Stochastic volatility in asset prices. Estimation with simulated maximum likelihood
• The theory of stochastic processes. I. Translated from the Russian by S. Kotz.

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