Existence of moments and an asymptotic result based on a mixture of exponential distributions

DOI10.1016/0167-7152(87)90104-0zbMath0622.60030OpenAlexW2032835381MaRDI QIDQ1091026

Shaul K. Bar-Lev, Peter Enis

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90104-0

zbMATH Keywords

fractional momentsmixture of exponential distributionscompound Poisson and extreme stable distributions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50)

Related Items (5)

The limiting behavior of some infinitely divisible exponential dispersion models ⋮ Asymptotic behavior of some cone-valued infinitely divisible stochastic process through projection ⋮ On the small-time behavior of subordinators ⋮ Weak convergence of subordinators to extremal processes ⋮ A Numerical Study of Small Parameter Behavior of Some Families of Distributions

Cites Work

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• The moment generating function has its moments
• Mixtures of distributions, moment inequalities and measures of exponentiality and normality
• A note on the behaviour of the stable distributions for small index ?
• On certain self-decomposable distributions

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