scientific article; zbMATH DE number 894872

zbMATH Open0851.60012MaRDI QIDQ4883082FDOQ4883082

Authors: Arjun K. Gupta, Truc T. Nguyen, Wei-Bin Zeng 

Publication date: 1 July 1996

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

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zbMATH Keywords

multivariate stable distributionone-dimensional projections

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Cited In (9)

• Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model
• Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
• Central limit theorem for the capacity of the range of stable random walks
• Title not available (Why is that?)
• A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test
• Title not available (Why is that?)
• A note on characterizations of multivariate stable distributions
• Two-dimensional symmetric stable distributions and Their projections
• A note on the QMLE limit theory in the non-stationary ARCH(1) model

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