Infinite Divisibility and Variance Mixtures of the Normal Distribution

Cited in

(41)

The non-null distribution of the beta statistic in the test of the univariate general linear hypothesis, when the error distribution is spherically symmetric
On a class of limit distributions
On the pointwise central limit theorem and mixtures of stable distributions
Infinite divisibility of sub-stable processes. II: Logarithm of probability measure
On the conditional variance for scale mixtures of normal distributions
Approximation and simulation of infinite-dimensional Lévy processes
Semiparametric mixture: continuous scale mixture approach
Stochastic representation of fractional Bessel-Riesz motion
Infinite divisibility of sub-stable processes. I: Geometry of sub-spaces of \(L_ \alpha\)-space
Existence of a normal scale mixture with a given variance and a percentile
Fractional normal inverse Gaussian process
Symmetric Gaussian mixture distributions with GGC scales
Free infinite divisibility of free multiplicative mixtures of the Wigner distribution
Some recent results in infinite divisibility
On some distributional properties of subordinated Gaussian random fields
Weak Lévy-Khintchine representation for weak infinite divisibility
Aplicacion de modelos de Wiener-Levy a datos biomedicos
MatG Random Matrices
A generalized normal mean-variance mixture for return processes in finance
Circularidad en estadistica
Classes of infinitely divisible distributions and densities
Convolution mixtures of infinitely divisible distributions
The student t-distribution of any degree of freedom is infinitely divisible
Some further results in infinite divisibility
An extension of Goldie's result and further results in infinite divisibility
An extension of the notion of a generalized Γ-convolution
Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
Normal scale mixtures and dual probability densities
Semi-parametric modelling in finance: theoretical foundations
On quasi-infinitely divisible distributions
Shot Noise Distributions and Selfdecomposability
Adaptive robust regression with continuous Gaussian scale mixture errors
Convexity of a ratio of the modified Bessel functions of the second kind with applications
Series representations for multivariate time-changed Lévy models
On the asymptotic behavior of tails of scale mixtures of normal distributions
A new algorithm for maximum likelihood estimation in normal scale-mixture generalized autoregressive conditional heteroskedastic models
Fractional Laplace motion
Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
High order monotonicity of a ratio of the modified Bessel function with applications
On the Voigt profile and its dual
On free and classical type \(G\) distributions

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