Conditional moments and linear regression for stable random variables-Reference-Cited by-同舟云学术

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Conditional moments and linear regression for stable random variables

Published:1991-12 Issue:2 Volume:39 Page:183-199
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Samorodnitsky Gennady,Taqqu Murad S.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference15 articles.

1. Complex symmetric stable variables and processes;Cambanis,1983

2. On the linearity of regression;Hardin;Z. Wahrsch. Verw. Gebiete,1982

3. Skewed stable variables and processes;Hardin,1984

4. Numerical computations of non-linear stable regression functions;Hardin,1991

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

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