A new family of tempered distributions

DOI10.1214/16-EJS1214zbMATH Open1357.62072MaRDI QIDQ502844FDOQ502844

Authors: Lucio Barabesi, Andrea Cerasa, Andrea Cerioli, Domenico Perrotta 

Publication date: 11 January 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1480993456

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zbMATH Keywords

Tweedie distributioninternational tradeheavy tails and point mass at zeropositive Linnik distribution[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=subordination+of+L%EF%BF%BD%EF%BF%BDvy+processes&go=Go subordination of L��vy processes]tempering

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Exact distribution theory in statistics (62E15) Applications of statistics to economics (62P20)

Cited In (14)

• A new look at the inverse Gaussian distribution with applications to insurance and economic data
• Tempered positive Linnik processes and their representations
• An algebraic approach to tempered distributions
• The tempered discrete Linnik distribution
• Outlier-free merging of homogeneous groups of pre-classified observations under contamination
• Large deviations for a class of tempered subordinators and their inverse processes
• Modelling Cell Generation Times by Using the Tempered Stable Distribution
• On the support of tempered distributions
• The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula
• Assessing trimming methodologies for clustering linear regression data
• On Characterizations and Tests of Benford’s Law
• On the convolution equivalence of tempered stable distributions on the real line
• Multivariate exponential power Lévy processes and random fields
• Euler scheme and tempered distributions

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