Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme
Author:
Publisher
Elsevier BV
Subject
Computer Science Applications,Modelling and Simulation
Reference15 articles.
1. T.J. Kozubowski and A.K. Panorska, Multivariate geometric stable distributions in financial applications, Mathl. Comput. Modelling, (this issue).
2. Geometric stable distributions in Banach spaces;Rachev;J. Theoret. Probab.,1995
3. Alternative multivariate stable distributions and their applications to financial modeling;Mittnik,1991
4. Representation and properties of geometric stable laws;Kozubowski,1994
5. T.J. Kozubowski, Characterization of multivariate geometric stable distributions, Statistics and Decisions (to appear).
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