scientific article; zbMATH DE number 788251

zbMATH Open0826.60012MaRDI QIDQ4844362FDOQ4844362

Authors: Renata Cioczek-Georges, Murad S. Taqqu 

Publication date: 22 November 1995

Title of this publication is not available (Why is that?)

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zbMATH Keywords

regressionnonlinear regressionstable distributionsdomain of attractionconditional momentsbivariate stable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Cited In (5)

• Infinite variance stable moving averages with long memory
• Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
• Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds
• How do conditional moments of stable vectors depend on the spectral measure?
• Extremes for non-anticipating moving averages of totally skewed \(\alpha\)-stable motion

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