How do conditional moments of stable vectors depend on the spectral measure?

DOI10.1016/0304-4149(94)00005-0zbMATH Open0812.60019OpenAlexW1981400122MaRDI QIDQ1343595FDOQ1343595

Renata Cioczek-Georges, Murad S. Taqqu

Publication date: 14 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00005-0

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zbMATH Keywords

spectral measurestable distributionsconditional moments

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Cites Work

• Title not available (Why is that?)
• Conditional moments and linear regression for stable random variables
• Nonlinear regression of stable random variables
• Title not available (Why is that?)
• Multiple regression on stable vectors
• Title not available (Why is that?)

Cited In (9)

• Title not available (Why is that?)
• Infinite variance stable moving averages with long memory
• Multiple regression on stable vectors
• New classes of self-similar symmetric stable random fields
• Title not available (Why is that?)
• Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities
• Title not available (Why is that?)
• Extremes for non-anticipating moving averages of totally skewed \(\alpha\)-stable motion
• Necessary conditions for the existence of conditional moments of stable random variables

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