Does asymptotic linearity of the regression extend to stable domains of attraction?

DOI10.1016/0047-259X(94)80005-GzbMath0807.62050OpenAlexW1971645448MaRDI QIDQ1323143

Murad S. Taqqu, Renata Cioczek-Georges

Publication date: 1 March 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(94)80005-g

zbMATH Keywords

conditional momentsnecessary and sufficient conditionsasymptotic linearitydomain of normal attractionalpha stable distributionsbivariate stable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) General nonlinear regression (62J02)

Cites Work

• Nonlinear regression of stable random variables
• Linear sample spaces and stable processes
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