On the connections between weakly stable and pseudo-isotropic distributions
From MaRDI portal
Publication:952872
DOI10.1016/j.spl.2008.03.016zbMath1151.60307MaRDI QIDQ952872
B. H. Jasiulis, Jolanta K. Misiewicz
Publication date: 14 November 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.03.016
60E07: Infinitely divisible distributions; stable distributions
60E10: Characteristic functions; other transforms
60E05: Probability distributions: general theory
Related Items
On weak generalized stability of random variables via functional equations, Lévy process with substable increments via generalized convolution, Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization, Lévy processes and stochastic integrals in the sense of generalized convolutions, Limit property for regular and Weak Generalized Convolution, Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM, Every symmetric weakly-stable random vector is pseudo-isotropic
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On symmetric stochastic convolutions
- Infinite divisibility of sub-stable processes. II: Logarithm of probability measure
- Generalized convolutions IV
- Generalized convolutions V
- Classes of measures closed under mixing and convolution. Weak stability
- Generalized convolutions II
- Generalized convolutions III
- Weak stability and generalized weak convolution for random vectors and stochastic processes
- Generalized convolutions