Sufficient Conditions for the Existence of Conditional Moments of Stable Random Variables

Author:

Cioczek-Georges Renata,Taqqu Murad S.

Publisher

Birkhäuser Boston

Reference13 articles.

1. S. Cambanis and S. B. Fotopoulos. Conditional variance for stable random vectors. Probability and Mathematical Statistics, 15:195–214, 1995.

2. S. Cambanis, S. B. Fotopoulos, and L. He. On the conditional variance for scale mixtures of normal distributions. Preprint, 1996.

3. S. Cambanis and W. Wu. Multiple regression on stable vectors. Journal of Multivariate Analysis, 41:243–272, 1992.

4. R. Cioczek-Georges and M. S. Taqqu. How do conditional moments of stable vectors depend on the spectral measure? Stochastic Processes and their Applications, 54:95–111, 1994.

5. R. Cioczek-Georges and M. S. Taqqu. Form of the conditional variance for symmetric stable random variables. Statistica Sinica, 5:351–361, 1995.

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