Tempered positive Linnik processes and their representations-Reference-Cited by-同舟云学术

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Tempered positive Linnik processes and their representations

Published:2022-01-01 Issue:2 Volume:16 Page:
ISSN:1935-7524
Container-title:Electronic Journal of Statistics
language:
Short-container-title:Electron. J. Statist.

Author:

Torricelli Lorenzo¹,Barabesi Lucio²,Cerioli Andrea³

Affiliation:

1. University of Bologna, Department of Statistical Sciences “P. Fortunati”, Via delle Belle Arti 41, 40126, Bologna

2. University of Siena, Department of Economics and Statistics, Piazza San Francesco 7, 53100, Siena

3. University of Parma, Department of Economics and Management, Via Kennedy 6, 43125, Parma

Publisher

Institute of Mathematical Statistics

Subject

Statistics and Probability,Statistics, Probability and Uncertainty

Reference66 articles.

1. Albrecher, H., Bladt, M., and Bladt, M. (2021). Multivariate matrix Mittag–Leffler distributions. Annals of the Institute of Statistical Mathematics, 73:369–394.

2. Barabesi, L. (2020). The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula. Communications in Statistics – Simulation and Computation, 49:1331–1351.

3. Barabesi, L., Becatti, C., and Marcheselli, M. (2018a). The tempered discrete Linnik distribution. Statistical Methods and Applications, 27:45–68.

4. Barabesi, L., Cerasa, A., Cerioli, A., and Perrotta, D. (2016a). A new family of tempered distributions. Electronic Journal of Statistics, 10:3871–3893.

5. Barabesi, L., Cerasa, A., Cerioli, A., and Perrotta, D. (2018b). Goodness-of-fit testing for the Newcomb-Benford law with application to the detection of customs fraud. Journal of Business and Economic Statistics, 36:346–358.

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the convolution equivalence of tempered stable distributions on the real line;Statistics & Probability Letters;2024-04

2. Humbert generalized fractional differenced ARMA processes;Communications in Nonlinear Science and Numerical Simulation;2023-10

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