On Moments of Infinitely Divisible Distribution Functions

DOI10.1214/AOMS/1177693071MaRDI QIDQ5634654zbMATH OpenOpenAlexFDO

Authors Stephen James Wolfe

Publication date 1971

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177693071

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Cited in

(11)

• Über unbegrenzt teilbare Verteilungen
• A stochastic discounting model arising in competing risks management
• Fractional absolute moments of heavy tailed distributions
• On the Markov property of a class of linear infinitely divisible fields
• Some classes of limit laws containing the stable distributions
• Infinite variance self-similar processes subordinate to a poisson measure
• Generalized parking problems for levy processes
• Limit Theorems for Variational Sums
• Multi-scaling of moments in stochastic volatility models
• Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes
• On the tails of infinitely divisible distributions

This page was built for publication: On Moments of Infinitely Divisible Distribution Functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5634654)