Characterization of multivariate stable processes

DOI10.1007/s10986-017-9343-6zbMath1370.60091OpenAlexW2592584872MaRDI QIDQ2627898

Mahdi Louati, Farouk Mselmi, Afif Masmoudi

Publication date: 1 June 2017

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-017-9343-6

zbMATH Keywords

Lévy processesLaplace distributioninfinitely divisible processesstable distributioncumulant functionmultivariate stable processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

Related Items (4)

Characterization of the inverse stable subordinator ⋮ The normal tempered stable regression model ⋮ Generalized variance functions for infinitely divisible mixture distributions ⋮ Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator

Cites Work

• Multivariate normal \(\alpha\)-stable exponential families
• Multivariate stable exponential families and Tweedie scale
• Exponential families of stochastic processes
• Exponential stopping and drifted stable processes
• Survival models for heterogeneous populations derived from stable distributions
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• Generalized Gamma measures and shot-noise Cox processes
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