Fractional absolute moments of heavy tailed distributions
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Publication:292942
DOI10.1214/15-BJPS280zbMath1381.60039arXiv1301.4804OpenAlexW2963263521MaRDI QIDQ292942
Publication date: 9 June 2016
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1301.4804
fractional derivativescharacteristic functionsinfinitely divisible distributionsfractional absolute momentsheavy tailed distributions
Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05) Fractional derivatives and integrals (26A33)
Related Items (8)
Truncated fractional moments of stable laws ⋮ Randomness and fractional stable distributions ⋮ Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination ⋮ Random walks in doubly random scenery ⋮ Prabhakar Lévy processes ⋮ Multidimensional Lévy white noise in weighted Besov spaces ⋮ Formulas of absolute moments ⋮ Testing for (in)finite moments
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