A reparameterization of the symmetric \(\alpha\)-stable distributions and their dispersive ordering

DOI10.1137/S0040585X97978312zbMATH Open0978.60062MaRDI QIDQ2752963

Ryszard Zieliński

Publication date: 22 October 2001

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

zbMATH Keywords

characteristic exponentindex of stabilitydispersive orderingsymmetric stable distributionsFama-Roll estimator

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Title not available (Why is that?) ⋮ Symmetric \(\alpha\)-stable distributions with noninteger \(\alpha > 2\) and related stochastic processes ⋮ Stationary symmetric \(\alpha\)-stable discrete parameter random fields ⋮ Remarks on the stable \(S_{\alpha}(\beta, \gamma, \mu)\) distribution

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