Results 21 to 30 of about 42 (41)
The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables
Suppose that Xt = [summation operator][infinity]j=0cjZt-j is a stationary linear sequence with regularly varying cj's and with innovations {Zj} that have infinite variance. Such a sequence can exhibit both high variability and strong dependence.
Kokoszka, Piotr S., Taqqu, Murad S.
core
A bivariate Lévy process with negative binomial and gamma marginals
The joint distribution of X and N, where N has a geometric distribution and X is the sum of N IID exponential variables (independent of N), is infinitely divisible.
Kozubowski, Tomasz J. +2 more
core
Some of the next articles are maybe not open access.
Estimation and simulation for multivariate tempered stable distributions
Journal of Statistical Computation and Simulation, 2022Michael Grabchak
exaly
Behavior of modes of a class of processes with independent increments
Journal of the Mathematical Society of Japan, 1986Ken-Iti Sato
exaly
On geometric stability and poisson mixtures
Illinois Journal of Mathematics, 1999Nadjib Bouzar
exaly
Nested Subclasses of the Class of $\alpha$-selfdecomposable Distributions
Tokyo Journal of Mathematics, 2011Yohei Ueda, Makoto Maejima
exaly
Ratio of the Tail of an Infinitely Divisible Distribution on the Line to that of its Lévy Measure
Electronic Journal of Probability, 2010Toshiro Watanabe, Kouji Yamamuro
exaly
Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives
Communications in Statistics - Theory and Methods, 2006Muneya Matsui, Akimichi Takemura
exaly