Some remarks on multivariate stable distributions
From MaRDI portal
Publication:1231221
DOI10.1016/0047-259X(76)90045-2zbMath0338.60015MaRDI QIDQ1231221
Publication date: 1976
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
Related Items (28)
Characterization of Multidimensional Stable Random Measures by Means of Vector Measures ⋮ Non-stable laws with all projections stable ⋮ Positive definite symmetric functions on finite dimensional spaces. I: Applications of the Radon transform ⋮ Spectral representation of semistable processes, and semistable laws on Banach spaces ⋮ Spectral covariance and limit theorems for random fields with infinite variance ⋮ On characterization of multivariate stable distributions via random linear statistics ⋮ On the rate of convergence to bivariate stable laws ⋮ Some remarks on definitions of memory for stationary random processes and fields ⋮ Positive definite symmetric functions on finite-dimensional spaces. II ⋮ Rate of convergence to a stable law in the space \(R^ k\) ⋮ Multifractal vector fields and stochastic Clifford algebra ⋮ Properties of spectral covariance for linear processes with infinite variance ⋮ Infinitely divisible and stable laws in separable Banach spaces. I ⋮ Bayesian analysis of multivariate stable distributions using one-dimensional projections ⋮ Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations ⋮ A note on characterizations of multivariate stable distributions ⋮ Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling ⋮ Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises ⋮ Exchangeable stable random vectors and their simulations ⋮ A class of multivariate symmetric stable distributions ⋮ Properties of certain symmetric stable distributions ⋮ Signed symmetric covariation coefficient for alpha-stable dependence modeling ⋮ Series representation of jointly \(S \alpha S\) distribution via symmetric covariations ⋮ Fifty years in the field of probability: a conversation with Professor Vygantas Paulauskas ⋮ Stable limits for associated regularly varying sequences ⋮ Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation ⋮ Long range dependence for stable random processes ⋮ AN EMPIRICAL STUDY OF THE ASYMPTOTIC LAWS OF SOME ESTIMATORS OF GENERALIZED ASSOCIATION PARAMETER AND SIGNED SYMMETRIC COVARIATION COEFFICIENT
Cites Work
This page was built for publication: Some remarks on multivariate stable distributions
