Stable Paretian Random Functions and the Multiplicative Variation of Income
From MaRDI portal
Cited in
(14)- Growth and fluctuations of personal income
- A capital asset pricing model under stable Paretian distributions in a pure exchange economy
- Mean-variance optimization with inferred regimes
- Non-ideal Brownian motion, generalized Langevin equation and its application to the security market
- Discrete time parametric models with long memory and infinite variance
- Recent results in applications and processing of -stable-distributed time series
- Bivariate sub-Gaussian model for stock index returns
- Robust mixture of regression models using the symmetric α-stable distribution
- Inference for option panels in pure-jump settings
- A new robust Bayesian small area estimation via ‐stable model for estimating the proportion of athletic students in California
- Inference for local distributions at high sampling frequencies: a bootstrap approach
- Elliptical tempered stable distribution
- On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes
- Statistical inference based on weighted divergence measures with simulations and applications
This page was built for publication: Stable Paretian Random Functions and the Multiplicative Variation of Income
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3289497)
