Exchangeable stable random vectors and their simulations

DOI10.1007/S001800000028zbMath0970.68188OpenAlexW2005270076MaRDI QIDQ5943410

Adel Mochammadpour, Ahmad Reza Soltani

Publication date: 23 September 2001

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001800000028

zbMATH Keywords

simulationexchangeable random vectorexchangeable spectral measurenormal vectorstable random vector

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (2)

Characterization of Multidimensional Stable Random Measures by Means of Vector Measures ⋮ On simulating exchangeable sub-Gaussian random vectors

Cites Work

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• Approximation of multidimensional stable densities
• The multivariate normal distribution
• Some remarks on multivariate stable distributions
• A method for simulating stable random vectors
• Multivariate stable distributions
• On dispersion of stable random vectors and its application in the prediction of multivariate stable processes
• Data analysis for heavy tailed multivariate samples
• Some Structure Theorems for the Symmetric Stable Laws
• A representation theorem for symmetric stable processes and stable measures on H

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