Necessary conditions for the existence of conditional moments of stable random variables

DOI10.1016/0304-4149(94)00053-VzbMath0823.60015OpenAlexW2016743319MaRDI QIDQ1890698

Murad S. Taqqu, Renata Cioczek-Georges

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00053-v

zbMATH Keywords

stable random variable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (2)

Infinite variance stable moving averages with long memory ⋮ Extremes for non-anticipating moving averages of totally skewed \(\alpha\)-stable motion

Cites Work

• Conditional moments and linear regression for stable random variables
• How do conditional moments of stable vectors depend on the spectral measure?
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