On the convolution equivalence of tempered stable distributions on the real line

DOI10.1016/j.spl.2024.110034zbMATH Open1540.60034MaRDI QIDQ6540882

Lorenzo Torricelli

Publication date: 17 May 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

heavy tailsconvolution equivalencetempered stable distributionssubexponentialitylong tails

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stable stochastic processes (60G52)

Cites Work

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• Convolution equivalence and infinite divisibility
• The completely monotonic character of the Mittag-Leffler function 𝐸ₐ(-𝑥)

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