메뉴 건너뛰기




Volumn 29, Issue 4, 1996, Pages 307-315

On moments and tail behavior of ν-stable random variables

Author keywords

Geometric stable law; Random summation; Stable law; Tail behavior of a distribution

Indexed keywords


EID: 0030590323     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00187-5     Document Type: Article
Times cited : (24)

References (11)
  • 1
    • 0000074136 scopus 로고
    • Asymptotic methods in reliability: A review
    • Gertsbakh, I.B. (1984), Asymptotic methods in reliability: a review, Adv. in Appl. Probab. 16, 147-175.
    • (1984) Adv. in Appl. Probab. , vol.16 , pp. 147-175
    • Gertsbakh, I.B.1
  • 4
    • 0001479094 scopus 로고
    • A problem of Zolotarev and analogs of infinitely divisible and stable distributions in a scheme for summing a random number of random variables
    • Klebanov, L.B., G.M. Maniya and I.A. Melamed (1984), A problem of Zolotarev and analogs of infinitely divisible and stable distributions in a scheme for summing a random number of random variables, Theory Probab. Appl. 29, 791-794.
    • (1984) Theory Probab. Appl. , vol.29 , pp. 791-794
    • Klebanov, L.B.1    Maniya, G.M.2    Melamed, I.A.3
  • 5
    • 0002956688 scopus 로고
    • Representation and properties of geometric stable laws
    • G. Anastassiou and S.T. Rachev, eds., Plenum, New York
    • Kozubowski, T.J. (1994), Representation and properties of geometric stable laws, in: G. Anastassiou and S.T. Rachev, eds., Approximation, Probability, and Related Fields (Plenum, New York) pp. 321-337.
    • (1994) Approximation, Probability, and Related Fields , pp. 321-337
    • Kozubowski, T.J.1
  • 6
    • 0028405668 scopus 로고
    • The theory of geometric stable distributions and its use in modeling financial data
    • Kozubowski, T.J. and S.T. Rachev (1994), The theory of geometric stable distributions and its use in modeling financial data, European J. Oper. Res. 74, 310-324.
    • (1994) European J. Oper. Res. , vol.74 , pp. 310-324
    • Kozubowski, T.J.1    Rachev, S.T.2
  • 7
    • 84958363567 scopus 로고
    • Modeling asset returns with alternative stable distributions
    • Mittnik, S. and S.T. Rachev (1993), Modeling asset returns with alternative stable distributions, Econometric Rev. 12, 261-330.
    • (1993) Econometric Rev. , vol.12 , pp. 261-330
    • Mittnik, S.1    Rachev, S.T.2
  • 8
    • 0011547373 scopus 로고
    • Rate of convergence of maxima of random arrays with applications to stock returns
    • Rachev, S.T. (1993), Rate of convergence of maxima of random arrays with applications to stock returns, Statist. Decisions 11, 279-288.
    • (1993) Statist. Decisions , vol.11 , pp. 279-288
    • Rachev, S.T.1
  • 9
    • 0011663476 scopus 로고
    • Weak compactness of laws of random sums of identically distributed random vectors in Banach spaces
    • Rosinski, J. (1976), Weak compactness of laws of random sums of identically distributed random vectors in Banach spaces, Colloq. Math. 35, 313-325.
    • (1976) Colloq. Math. , vol.35 , pp. 313-325
    • Rosinski, J.1
  • 11
    • 0011547374 scopus 로고
    • On classes of limit distributions for sums of a random number of identically distributed independent random variables
    • Szasz, D. (1972), On classes of limit distributions for sums of a random number of identically distributed independent random variables, Theory Probab. Appl. 17, 401-415.
    • (1972) Theory Probab. Appl. , vol.17 , pp. 401-415
    • Szasz, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.