How do conditional moments of stable vectors depend on the spectral measure?-Reference-Cited by-同舟云学术

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How do conditional moments of stable vectors depend on the spectral measure?

Published:1994-11 Issue:1 Volume:54 Page:95-111
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Cioczek-Georges Renata,Taqqu Murad S.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference8 articles.

1. Multiple regression on stable vectors;Cambanis;J. Multivariate Anal.,1992

2. Necessary conditions for the existence of conditional moments of stable random variables;Cioczek-Georges;Stochastic Process. Appl.,1993

3. Non-linear regression of stable random variables;Hardin;Ann. Appl. Probab.,1991

4. On characteristic functions and moments;Ramachandran;Sankhya Ser.,1969

Cited by 5 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. Sufficient Conditions for the Existence of Conditional Moments of Stable Random Variables;Stochastic Processes and Related Topics;1998

2. Extremes for non-anticipating moving averages of totally skewed α-stable motion;Statistics & Probability Letters;1997-12

3. Infinite variance stable moving averages with long memory;Journal of Econometrics;1996-07

4. Necessary conditions for the existence of conditional moments of stable random variables;Stochastic Processes and their Applications;1995-04

5. New classes of self-similar symmetric stable random fields;Journal of Theoretical Probability;1994-07

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