Remarks on the relation between fractional moments and fractional derivatives of characteristic functions

DOI10.2307/3213035zbMath0428.60026OpenAlexW2321048127MaRDI QIDQ3865206

Gabriele Laue

Publication date: 1980

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

Full work available at URL: https://doi.org/10.2307/3213035

zbMATH Keywords

momentsfractional derivativescharacteristic functions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

Related Items (8)

From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more ⋮ Fractional absolute moments of heavy tailed distributions ⋮ Infinite level GREM-like K-processes existence and convergence ⋮ Positive-part moments via characteristic functions, and more general expressions ⋮ Multidimensional Lévy white noise in weighted Besov spaces ⋮ Wavelet analysis of the Besov regularity of Lévy white noise ⋮ Better Articulating Normal Curve Theory for Introductory Mathematical Statistics Students: Power Transformations and Their Back-Transformations ⋮ The moment generating function has its moments

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