Abstract
Abstract
We introduce a large and flexible class of discrete tempered stable distributions, and analyze the domains of attraction for both this class and the related class of positive tempered stable distributions. Our results suggest that these are natural models for sums of independent and identically distributed random variables with tempered heavy tails, i.e. tails that appear to be heavy up to a point, but ultimately decay faster.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
4 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. A heavy-tailed model for analyzing miRNA-seq raw read counts;Statistical Applications in Genetics and Molecular Biology;2024-01-01
2. Discrete Tempered Stable Distributions;Methodology and Computing in Applied Probability;2021-10-05
3. On the simulation of general tempered stable Ornstein–Uhlenbeck processes;Journal of Statistical Computation and Simulation;2020-01-21
4. Limit Theorems for Random Exponentials: The Bounded Support Case;Theory of Probability & Its Applications;2019-01