On Moments of Infinitely Divisible Distribution Functions

DOI10.1214/aoms/1177693071zbMath0227.60012OpenAlexW1968148096MaRDI QIDQ5634654

Stephen James Wolfe

Publication date: 1971

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693071

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (11)

Fractional absolute moments of heavy tailed distributions ⋮ Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes ⋮ Limit Theorems for Variational Sums ⋮ On the tails of infinitely divisible distributions ⋮ A stochastic discounting model arising in competing risks management ⋮ Multi-scaling of moments in stochastic volatility models ⋮ On the Markov property of a class of linear infinitely divisible fields ⋮ Some classes of limit laws containing the stable distributions ⋮ Über unbegrenzt teilbare Verteilungen ⋮ Generalized parking problems for levy processes ⋮ Infinite variance self-similar processes subordinate to a poisson measure

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