Multivariate Geometric Stable Laws

Journal of Computational Analysis and Applications

Volumn 1, Issue 4, 1999, Pages 349-385

  Kozubowski, T J ^a   Rachev, S T ^b  

^a UNIVERSITY OF TENNESSEE AT CHATTANOOGA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Estimation; Geometric compound; Heavy tail modeling; Linnik distribution; Mittag Leffler law; Mixture; Multivariate Laplace distribution; Random summation; Simulation; Subordination

Indexed keywords

EID: 0003240585     PISSN: 15211398     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022692806500     Document Type: Article

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