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On Properties of the MixedTS Distribution and Its Multivariate Extension - MaRDI portal

On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599)

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scientific article; zbMATH DE number 7763616
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English
On Properties of the MixedTS Distribution and Its Multivariate Extension
scientific article; zbMATH DE number 7763616

    Statements

    title
    On Properties of the MixedTS Distribution and Its Multivariate Extension (English)
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    author
    Asmerilda Hitaj
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    Friedrich Hubalek
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    Lorenzo Mercuri
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    Edit Rroji
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    publication date
    10 November 2023
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    zbMATH Keywords
    MixedTS distribution
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    MixedTS tails
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    MixedTS Lévy process
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    multivariate MixedTS
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    cites work
    Q5200649
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    Q3902322
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    Q5856820
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    Identifiers

    DOI
    10.1111/insr.12265
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    zbMATH DE Number
    7763616
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    OpenAlex ID
    W2802016350
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