Absolute continuity of multivariate distributions of class L
From MaRDI portal
Publication:1164306
DOI10.1016/0047-259X(82)90085-9zbMath0485.60010MaRDI QIDQ1164306
Publication date: 1982
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Related Items
Completely operator-selfdecomposable distributions and operator-stable distributions, On the existence of smooth densities for jump processes, Multivariate tempered stable additive subordination for financial models, Semi-parametric multivariate modelling when the marginals are the same, Classical and almost sure local limit theorems, Application of the lent particle method to Poisson-driven SDEs, Existence and smoothness of transition density for jump-type Markov processes: Applications of Malliavin calculus, Infinitely divisible multivariate and matrix gamma distributions, On the absolute continuity of Lévy processes with drift, Self-similar processes with independent increments, Simulating space-time random fields with nonseparable Gneiting-type covariance functions, Continuity properties of distributions with some decomposability, Fractional Integrals and Extensions of Selfdecomposability, The Lent Particle Method for Marked Point Processes, Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type, Absolute continuity of operator-self-decomposable distributions on \(R^ n\)
Cites Work
- Unnamed Item
- Absolute continuity of infinitely divisible distributions
- Class L of multivariate distributions and its subclasses
- On the unimodality of multivariate symmetric distribution functions of class L
- A condition for absolute continuity of infinitely divisible distribution functions
- On distribution functions of class L