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Exponential Mixture Representation of Geometric Stable Distributions

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  • Tomasz Kozubowski

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  • Tomasz Kozubowski, 2000. "Exponential Mixture Representation of Geometric Stable Distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 231-238, June.
    • Handle: RePEc:spr:aistmt:v:52:y:2000:i:2:p:231-238
    DOI: 10.1023/A:1004157620644
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    References listed on IDEAS

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    1. Ludwig Baringhaus & Rudolf Grübel, 1997. "On a Class of Characterization Problems for Random Convex Combinations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(3), pages 555-567, September.
    2. Anderson, Dale N., 1992. "A multivariate Linnik distribution," Statistics & Probability Letters, Elsevier, vol. 14(4), pages 333-336, July.
    3. Kozubowski Tomasz J., 1994. "The Inner Characterization Of Geometric Stable Laws," Statistics & Risk Modeling, De Gruyter, vol. 12(3), pages 307-322, March.
    4. R. Pillai, 1990. "On Mittag-Leffler functions and related distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(1), pages 157-161, March.
    5. Kozubowski, Tomasz J. & Rachev, Svetlozar T., 1994. "The theory of geometric stable distributions and its use in modeling financial data," European Journal of Operational Research, Elsevier, vol. 74(2), pages 310-324, April.
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    Cited by:

    1. Paolella, Marc S., 2017. "Asymmetric stable Paretian distribution testing," Econometrics and Statistics, Elsevier, vol. 1(C), pages 19-39.
    2. Marc S. Paolella, 2016. "Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability," Econometrics, MDPI, vol. 4(2), pages 1-28, May.
    3. Soltani, A.R. & Tafakori, L., 2013. "A class of continuous kernels and Cauchy type heavy tail distributions," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1018-1027.

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