Max-geometric infinite divisibility and stability

DOI10.1080/15326349108807184zbMath0736.60015OpenAlexW1983195256MaRDI QIDQ3981798

Svetlozar T. Rachev, Sidney I. Resnick

Publication date: 26 June 1992

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/8769

zbMATH Keywords

rates of convergencemax-geometrically infinitely divisiblemax-geometrically stable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items

A bivariate limiting distribution of tumor latency time ⋮ Randomly Stopped $${\varvec{k}}$$th Order Statistics ⋮ Modeling asset returns with alternative stable distributions^* ⋮ A generalization and extension of an autoregressive model ⋮ Logistic and semi-logistic processes ⋮ Multivariate semi-logistic distributions ⋮ Some Related Minima Stability and Minima Infinite Divisibility of the General Multivariate Pareto Distributions ⋮ Iterated probability distributions and extremes with random sample size ⋮ On Lévy-Fréchet processes and related self-similar and semi-self-similar ones