Multivariate subordination, self-decomposability and stability

Advances in Applied Probability

Volumn 33, Issue 1, 2001, Pages 160-187

  Barndorff Nielsen, Ole E ^a   Pedersen, Jan ^a   Sato, Ken Iti ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b NONE   (Japan)

Author keywords

L vy processes; Multiparameter L vy processes; Multivariate subordination; Operator self decomposability; Operator stability

Indexed keywords

ASYMPTOTIC STABILITY; MATHEMATICAL OPERATORS; PARAMETER ESTIMATION; RANDOM PROCESSES;

LEVY PROCESSES; MULTIVARIATE SUBORDINATION;

PROBABILITY DISTRIBUTIONS;

EID: 0035273344     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/999187902     Document Type: Article

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