A new representation for the characteristic function of strictly geo-stable vectors

DOI10.1239/jap/1014843093zbMath0979.60008OpenAlexW2024272119MaRDI QIDQ2725311

Stefan Mittnik, Svetlozar T. Rachev, V. Eh. Vol'kovich, Lev B. Klebanov

Publication date: 17 February 2002

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1014843093

zbMATH Keywords

stable vectorsgeo-stable laws

Mathematics Subject Classification ID

Economic time series analysis (91B84) Characteristic functions; other transforms (60E10) Stochastic integrals (60H05)

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