Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model

DOI10.1016/J.SPL.2008.02.023zbMATH Open1197.60010OpenAlexW2150808405MaRDI QIDQ951193FDOQ951193

Authors: M. F. Brilhante, Samuel Kotz 

Publication date: 30 October 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.02.023

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zbMATH Keywords

characteristic functionLaplace distributionspacingsmixtures of exponential distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Cites Work

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• A general result on infinite divisibility
• Asymmetric Laplace laws and modeling financial data
• Note on the Infinite Divisibility of Exponential Mixtures
• Note on Completely Monotone Densities
• A Class of Infinitely Divisible Mixtures

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