Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability

DOI10.1016/j.jmva.2009.09.018zbMath1192.60038arXiv0909.5289OpenAlexW2065680541MaRDI QIDQ847406

Theofanis Sapatinas, Damodar N. Shanbhag

Publication date: 12 February 2010

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

Full work available at URL: https://arxiv.org/abs/0909.5289

zbMATH Keywords

stable distributionsmultivariate generalized hyperbolic distributionsmultivariate indecomposabilitymultivariate infinite divisibilitymultivariate self-decomposability

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

Related Items (2)

Nonparametric estimation of the anisotropic probability density of mixed variables ⋮ On a new Class of Tempered Stable Distributions: Moments and Regular Variation

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