Operator geometric stable laws
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 1614382 (Why is no real title available?)
- scientific article; zbMATH DE number 1639862 (Why is no real title available?)
- scientific article; zbMATH DE number 1669146 (Why is no real title available?)
- scientific article; zbMATH DE number 2133883 (Why is no real title available?)
- scientific article; zbMATH DE number 3814037 (Why is no real title available?)
- scientific article; zbMATH DE number 94792 (Why is no real title available?)
- scientific article; zbMATH DE number 1210300 (Why is no real title available?)
- scientific article; zbMATH DE number 1301885 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 679519 (Why is no real title available?)
- scientific article; zbMATH DE number 1040052 (Why is no real title available?)
- scientific article; zbMATH DE number 1112659 (Why is no real title available?)
- scientific article; zbMATH DE number 1525329 (Why is no real title available?)
- scientific article; zbMATH DE number 796417 (Why is no real title available?)
- scientific article; zbMATH DE number 837326 (Why is no real title available?)
- scientific article; zbMATH DE number 934086 (Why is no real title available?)
- scientific article; zbMATH DE number 1388959 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 1405216 (Why is no real title available?)
- scientific article; zbMATH DE number 4197687 (Why is no real title available?)
- scientific article; zbMATH DE number 3335537 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
- A bivariate stable characterization and domains of attraction
- A multivariate and asymmetric generalization of Laplace distribution
- Asymmetric Laplace laws and modeling financial data
- Geometric stable distributions in Banach spaces
- Laplace-Weibull Mixtures for Modeling Price Changes
- Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
- Maximum Likelihood Estimates of Symmetric Stable Distribution Parameters
- Maximum likelihood estimation of stable Paretian models.
- Modeling asset returns with alternative stable distributions*
- Multivariate geometric stable distributions in financial applications.
- On Classes of Limit Distributions for Sums of a Random Number of Identically Distributed Independent Random Variables
- On moments and tail behavior of \(\nu\)-stable random variables
- Regular variation in \({\mathbb{R}}^ k\) and vector-normed domains of attraction
- Stable Paretian models in finance
- Tails of Lévy measure of geometric stable random variables
- Test of association between multivariate stable vectors.
- The Variance Gamma Process and Option Pricing
- The theory of geometric stable distributions and its use in modeling financial data
- Weak limits for multivariate random sums
Cited in
(7)- A note on the Cauchy-type mixture distributions
- scientific article; zbMATH DE number 1404399 (Why is no real title available?)
- A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals
- scientific article; zbMATH DE number 2133883 (Why is no real title available?)
- scientific article; zbMATH DE number 679519 (Why is no real title available?)
- Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
- Geometric stable laws: Estimation and applications
This page was built for publication: Operator geometric stable laws
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1765616)