Cumulants of infinitely divisible distributions
From MaRDI portal
Publication:3077690
DOI10.1515/ROSE.2009.007zbMath1224.60023MaRDI QIDQ3077690
Truc T. Nguyen, John T. Chen, Arjun K. Gupta, Damodar N. Shanbhag
Publication date: 22 February 2011
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
momentsinfinitely divisible distributionscumulantmixtures of exponential distributionsLévy spectral measureself-decomposable distributionsgeneralized gamma convolution familyKolmogorov spectral measure
Related Items
Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability ⋮ On a new Class of Tempered Stable Distributions: Moments and Regular Variation ⋮ Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
Cites Work
- Discrete analogues of self-decomposability and stability
- Natural exponential families with quadratic variance functions
- Testing for Poissonity-normality vs. other infinite divisibility
- On Infinitely Divisible Random Vectors
- Oil exploration: sequential decisions in the face of uncertainty
- Some results on the decomposability of the distribution of quadratic expressions
- The student t-distribution of any degree of freedom is infinitely divisible
- On certain self-decomposable distributions
- Some further results in infinite divisibility
- Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
- A proof of the conjecture on positive skewness of generalised inverse Gaussian distributions
- Note on the Infinite Divisibility of Exponential Mixtures
- On extreme stable laws and some applications
- A Test of the Significance of the Difference Between Means of Samples from Two Normal Populations Without Assuming Equal Variances
This page was built for publication: Cumulants of infinitely divisible distributions
