Jayakumar, K.; Sajayan, T. Wrapped generalized geometric stable distributions with an application to wind direction. (English) Zbl 1513.60018 Far East J. Theor. Stat. 66, 147-166 (2022). MSC: 60E05 60E07 62E10 PDFBibTeX XMLCite \textit{K. Jayakumar} and \textit{T. Sajayan}, Far East J. Theor. Stat. 66, 147--166 (2022; Zbl 1513.60018) Full Text: Link
Sajayan, T.; Jayakumar, K. A pathway model of Mittag-Leffler distributions and related processes. (English) Zbl 1513.60025 Far East J. Theor. Stat. 65, 55-70 (2022). MSC: 60E05 60E07 62M10 PDFBibTeX XMLCite \textit{T. Sajayan} and \textit{K. Jayakumar}, Far East J. Theor. Stat. 65, 55--70 (2022; Zbl 1513.60025) Full Text: DOI
Banzouzi, Bernédy Nel Messie Kodia; Ndimba, Claude Mederic; Issayaba, Lavie Phanie Moulogho; Kaya, Davy Cardorel Nzaba An empirical study of the asymptotic laws of some estimators of generalized association parameter and signed Symmetric covariation coefficient. (English) Zbl 1499.60048 Far East J. Theor. Stat. 64, 1-44 (2022). MSC: 60E07 62H20 PDFBibTeX XMLCite \textit{B. N. M. K. Banzouzi} et al., Far East J. Theor. Stat. 64, 1--44 (2022; Zbl 1499.60048) Full Text: DOI
Hung, Tran Loc A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums. (English) Zbl 1505.60022 Math. Slovaca 70, No. 1, 213-232 (2020). MSC: 60E05 60E07 PDFBibTeX XMLCite \textit{T. L. Hung}, Math. Slovaca 70, No. 1, 213--232 (2020; Zbl 1505.60022) Full Text: DOI
Lu, Kevin W. Weak subordination of multivariate Lévy processes. (Abstract of thesis). (English) Zbl 1437.60028 Bull. Aust. Math. Soc. 100, No. 3, 518-519 (2019). MSC: 60G51 60E07 60E10 62F10 60J65 60J76 62P05 PDFBibTeX XMLCite \textit{K. W. Lu}, Bull. Aust. Math. Soc. 100, No. 3, 518--519 (2019; Zbl 1437.60028) Full Text: DOI
Tzagkarakis, George; Dionysopoulos, Thomas; Achim, Alin Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes. (English) Zbl 1507.62335 Stud. Nonlinear Dyn. Econom. 20, No. 1, 75-96 (2016). MSC: 62P05 60E07 PDFBibTeX XMLCite \textit{G. Tzagkarakis} et al., Stud. Nonlinear Dyn. Econom. 20, No. 1, 75--96 (2016; Zbl 1507.62335) Full Text: DOI
Drees, Holger An interview with Laurens de Haan. (English) Zbl 1329.01056 Extremes 15, No. 1, 43-66 (2012). MSC: 01A70 60-03 62-03 PDFBibTeX XMLCite \textit{H. Drees}, Extremes 15, No. 1, 43--66 (2012; Zbl 1329.01056) Full Text: DOI
Begum, R. A.; Borah, M. A study on infinite divisible generalized three parameter Charlier distribution. (English) Zbl 1513.62022 Am. J. Math. Manage. Sci. 30, No. 1-2, Spec. Issue, 35-52 (2010). MSC: 62E15 60E07 62F10 PDFBibTeX XMLCite \textit{R. A. Begum} and \textit{M. Borah}, Am. J. Math. Manage. Sci. 30, No. 1--2, 35--52 (2010; Zbl 1513.62022) Full Text: DOI
Bar-Lev, Shaul K.; Letac, Gérard The limiting behavior of some infinitely divisible exponential dispersion models. (English) Zbl 1456.62026 Stat. Probab. Lett. 80, No. 23-24, 1870-1874 (2010). MSC: 62E20 60E07 PDFBibTeX XMLCite \textit{S. K. Bar-Lev} and \textit{G. Letac}, Stat. Probab. Lett. 80, No. 23--24, 1870--1874 (2010; Zbl 1456.62026) Full Text: DOI arXiv
Canto e. Castro, Luísa; da Graça Temido, Maria On a second order condition for max-semistable laws. (English) Zbl 1524.60037 PLISKA, Stud. Math. Bulg. 19, 97-110 (2009). MSC: 60E07 60G52 60G70 PDFBibTeX XMLCite \textit{L. Canto e. Castro} and \textit{M. da Graça Temido}, PLISKA, Stud. Math. Bulg. 19, 97--110 (2009; Zbl 1524.60037) Full Text: Link
Stoev, Stilian; Taqqu, Murad S. Limit theorems for maxima of heavy-tailed terms with random dependent weights. (English) Zbl 1524.60071 PLISKA, Stud. Math. Bulg. 18, 361-378 (2007). MSC: 60F17 60E07 60G70 62E20 PDFBibTeX XMLCite \textit{S. Stoev} and \textit{M. S. Taqqu}, PLISKA, Stud. Math. Bulg. 18, 361--378 (2007; Zbl 1524.60071) Full Text: Link
Sun, Qun Estimation of parameters of fractional stable distributions. (Chinese. English summary) Zbl 1150.62011 J. Huaihua Univ. 26, No. 2, 23-25 (2007). MSC: 62F10 62E99 60E07 PDFBibTeX XMLCite \textit{Q. Sun}, J. Huaihua Univ. 26, No. 2, 23--25 (2007; Zbl 1150.62011)
Rajba, T. A generalization of operator-self-decomposable distributions on Euclidean spaces. (English) Zbl 1411.60027 J. Math. Sci., New York 132, No. 5, 660-667 (2006). MSC: 60E07 PDFBibTeX XMLCite \textit{T. Rajba}, J. Math. Sci., New York 132, No. 5, 660--667 (2006; Zbl 1411.60027) Full Text: DOI
Mainardi, F.; Pagnini, G.; Gorenflo, R. Mellin convolution for subordinated stable processes. (English) Zbl 1411.60026 J. Math. Sci., New York 132, No. 5, 637-642 (2006). MSC: 60E07 60E10 PDFBibTeX XMLCite \textit{F. Mainardi} et al., J. Math. Sci., New York 132, No. 5, 637--642 (2006; Zbl 1411.60026) Full Text: DOI
Yanushkevichiene, Olga; Yanushkevichius, R. Some remarks on the application of Diophantine approximations for finding estimations of stability. (English) Zbl 1171.60317 J. Math. Sci., New York 138, No. 1, 5480-5482 (2006). MSC: 60E07 11J86 PDFBibTeX XMLCite \textit{O. Yanushkevichiene} and \textit{R. Yanushkevichius}, J. Math. Sci., New York 138, No. 1, 5480--5482 (2006; Zbl 1171.60317) Full Text: DOI
Stoev, Stilian; Taqqu, Murad S. Weak convergence to the tangent process of the linear multifraction stable motion. (English) Zbl 1524.60076 PLISKA, Stud. Math. Bulg. 17, 271-294 (2005). MSC: 60G18 60E07 PDFBibTeX XMLCite \textit{S. Stoev} and \textit{M. S. Taqqu}, PLISKA, Stud. Math. Bulg. 17, 271--294 (2005; Zbl 1524.60076) Full Text: Link
Wulfsohn, A. Measure convolution semigroups and noninfinitely divisible probability distributions. (English) Zbl 1416.60033 J. Math. Sci., New York 131, No. 3, 5682-5696 (2005); erratum ibid. 132, No. 5, 688 (2006). MSC: 60E07 PDFBibTeX XMLCite \textit{A. Wulfsohn}, J. Math. Sci., New York 131, No. 3, 5682--5696 (2005; Zbl 1416.60033) Full Text: DOI arXiv
Januškevičius, Romanas; Baliukonytė, Stasė On stability of the characterization of the Cauchy law. (Lithuanian. English summary) Zbl 1228.60027 Liet. Mat. Rink. 45, Spec. Iss., 539-541 (2005). MSC: 60E07 60E05 62H10 PDFBibTeX XMLCite \textit{R. Januškevičius} and \textit{S. Baliukonytė}, Liet. Mat. Rink. 45, 539--541 (2005; Zbl 1228.60027)
Ortobelli, Sergio; Biglova, Almira; Huber, Isabella; Racheva, Borjana; Stoyanov, Stoyan Portfolio choice with heavy tailed distributions. (English) Zbl 1152.91545 J. Concr. Appl. Math. 3, No. 3, 353-376 (2005). MSC: 91G10 60E07 60G10 PDFBibTeX XMLCite \textit{S. Ortobelli} et al., J. Concr. Appl. Math. 3, No. 3, 353--376 (2005; Zbl 1152.91545)
Satheesh, S. Another look at random infinite divisibility. (English) Zbl 1174.60307 Stat. Methods 6, No. 2, 123-144 (2004). MSC: 60E07 60E10 62E20 PDFBibTeX XMLCite \textit{S. Satheesh}, Stat. Methods 6, No. 2, 123--144 (2004; Zbl 1174.60307) Full Text: arXiv
Chen, Dianfa; Zhang, Chunsheng On the monotonicity of the function \(\pi (x; \alpha, \beta)\). (Chinese. English summary) Zbl 1153.60311 Chin. J. Appl. Probab. Stat. 19, No. 4, 352-354 (2003). MSC: 60E07 PDFBibTeX XMLCite \textit{D. Chen} and \textit{C. Zhang}, Chin. J. Appl. Probab. Stat. 19, No. 4, 352--354 (2003; Zbl 1153.60311)
Goovaerts, Marc J.; De Schepper, Ann; Vyncke, David; Dhaene, Jan; Kaas, Rob Stable laws and the present value of fixed cash flows. (English) Zbl 1084.91508 N. Am. Actuar. J. 7, No. 4, 32-43 (2003). MSC: 91B28 60E07 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., N. Am. Actuar. J. 7, No. 4, 32--43 (2003; Zbl 1084.91508) Full Text: DOI Link
Borowiecka-Olszewska, Marta; Misiewicz, Jolanta K. About the density of spectral measure of the two-dimensional \(S\alpha S\) random vector. (English) Zbl 1134.60309 Discuss. Math., Probab. Stat. 23, No. 1, 77-81 (2003). MSC: 60E07 62H05 60A10 60E10 PDFBibTeX XMLCite \textit{M. Borowiecka-Olszewska} and \textit{J. K. Misiewicz}, Discuss. Math., Probab. Stat. 23, No. 1, 77--81 (2003; Zbl 1134.60309)
Gu, Juan; Mao, Shi Song Estimation of the parameters of stable distributions. (Chinese. English summary) Zbl 1155.62337 Chin. J. Appl. Probab. Stat. 18, No. 4, 342-346 (2002). MSC: 62F10 60E07 PDFBibTeX XMLCite \textit{J. Gu} and \textit{S. S. Mao}, Chin. J. Appl. Probab. Stat. 18, No. 4, 342--346 (2002; Zbl 1155.62337)
Satheesh, S.; Nair, N. Unnikrishnan A note on maximum and minimum stability of certain distributions. (English) Zbl 1330.62079 Calcutta Stat. Assoc. Bull. 53, No. 211-212, 249-252 (2002). MSC: 62E10 60E07 PDFBibTeX XMLCite \textit{S. Satheesh} and \textit{N. U. Nair}, Calcutta Stat. Assoc. Bull. 53, No. 211--212, 249--252 (2002; Zbl 1330.62079) Full Text: arXiv
Ong, S. H.; Toh, K. K. Cluster size distribution of the non-central negative binomial distribution. (English) Zbl 1009.62512 Commun. Stat., Theory Methods 30, No. 11, 2415-2426 (2001). MSC: 62E10 60E07 PDFBibTeX XMLCite \textit{S. H. Ong} and \textit{K. K. Toh}, Commun. Stat., Theory Methods 30, No. 11, 2415--2426 (2001; Zbl 1009.62512)
Abdalimov, B. On convergence of U-statistics to the stable distributions. (Russian) Zbl 1063.62522 Dokl. Akad. Nauk Resp. Uzb., Mat. Tekh. Nauki Estestvozn. 1998, No. 3, 8-11 (1998). MSC: 62E20 60E07 PDFBibTeX XMLCite \textit{B. Abdalimov}, Dokl. Akad. Nauk Resp. Uzb., Mat. Tekh. Nauki Estestvozn. 1998, No. 3, 8--11 (1998; Zbl 1063.62522)
Gupta, Arjun K.; Nguyen, Truc T.; Zeng, Wei-Bin Characterization of multivariate distributions through a functional equation of their characteristic functions. (English) Zbl 1007.62514 J. Stat. Plann. Inference 63, No. 2, 187-201 (1997). MSC: 62H05 60E10 60E07 PDFBibTeX XMLCite \textit{A. K. Gupta} et al., J. Stat. Plann. Inference 63, No. 2, 187--201 (1997; Zbl 1007.62514) Full Text: DOI
Alamatsaz, M. H. Preservation properties of binomial mixtures. (English) Zbl 0900.62074 Pakistan J. Stat. 12, No. 2, 151-157 (1996). MSC: 62E10 60E07 PDFBibTeX XMLCite \textit{M. H. Alamatsaz}, Pak. J. Stat. 12, No. 2, 151--157 (1996; Zbl 0900.62074)
Nolan, J. P.; Rajput, B. Calculation of multidimensional stable densities. (English) Zbl 0850.60007 Commun. Stat., Simulation Comput. 24, No. 3, 551-566 (1995). MSC: 60E07 62E10 65C99 PDFBibTeX XMLCite \textit{J. P. Nolan} and \textit{B. Rajput}, Commun. Stat., Simulation Comput. 24, No. 3, 551--566 (1995; Zbl 0850.60007) Full Text: DOI
Yamazato, M. On strongly unimodal infinitely divisible distributions of class CME. (English. Russian original) Zbl 1002.60515 Theory Probab. Appl. 40, No. 3, 518-532 (1995); translation from Teor. Veroyatn. Primen. 40, No. 3, 578-595 (1993). MSC: 60E07 PDFBibTeX XMLCite \textit{M. Yamazato}, Teor. Veroyatn. Primen. 40, No. 3, 578--595 (1993; Zbl 1002.60515); translation from Teor. Veroyatn. Primen. 40, No. 3, 578--595 (1993)
Antonets, M. A.; Shereshevskij, I. A. Infinitely divisible probability distributions on lattices. (English. Russian original) Zbl 0833.60017 St. Petersbg. Math. J. 5, No. 6, 1075-1097 (1994); translation from Algebra Anal. 5, No. 6, 39-68 (1993). MSC: 60E07 60K40 60J99 PDFBibTeX XMLCite \textit{M. A. Antonets} and \textit{I. A. Shereshevskij}, St. Petersbg. Math. J. 5, No. 6, 39--68 (1993; Zbl 0833.60017); translation from Algebra Anal. 5, No. 6, 39--68 (1993)
Katti, S. K.; Harrison, Ferrin An algorithm to test divisibility of continuous distributions, applied to the uniform distribution. (English) Zbl 0825.60016 Commun. Stat., Simulation Comput. 21, No. 2, 587-596 (1992). MSC: 60E07 65C99 PDFBibTeX XMLCite \textit{S. K. Katti} and \textit{F. Harrison}, Commun. Stat., Simulation Comput. 21, No. 2, 587--596 (1992; Zbl 0825.60016) Full Text: DOI
Panton, Don B. Cumulative distribution function values for symmetric standardized stable distributions. (English) Zbl 0850.62178 Commun. Stat., Simulation Comput. 21, No. 2, 485-492 (1992). MSC: 62E15 62Q05 60E07 PDFBibTeX XMLCite \textit{D. B. Panton}, Commun. Stat., Simulation Comput. 21, No. 2, 485--492 (1992; Zbl 0850.62178) Full Text: DOI
Shkol’nik, S. M. Modal properties of stable, nearly symmetric distributions. (English) Zbl 1267.60017 J. Sov. Math. 59, No. 4, 1008-1010 (1992); translation from Probl. Ustojch. Stokhasticheskikh Modelej, Tr. Semin., 1989, 142–144 (1989). MSC: 60E07 PDFBibTeX XMLCite \textit{S. M. Shkol'nik}, J. Sov. Math. 59, No. 4, 1008--1010 (1992; Zbl 1267.60017); translation from Probl. Ustojch. Stokhasticheskikh Modelej, Tr. Semin., 1989, 142--144 (1989) Full Text: DOI
Melamed, I. A. Inequalities for the moments of \(v\)-infinitely divisible laws and the characterization of probability distributions. (English) Zbl 1267.60016 J. Sov. Math. 59, No. 4, 960-970 (1992); translation from Probl. Ustojch. Stokhasticheskikh Modelej, Tr. Semin., 1989, 93–103 (1989). MSC: 60E07 PDFBibTeX XMLCite \textit{I. A. Melamed}, J. Sov. Math. 59, No. 4, 960--970 (1992; Zbl 1267.60016); translation from Probl. Ustojch. Stokhasticheskikh Modelej, Tr. Semin., 1989, 93--103 (1989) Full Text: DOI
Lisitskii, A. D. The asymptotics of stable measures on \(\mathbb R^n\) for small values of the exponent. (English) Zbl 1267.60015 J. Sov. Math. 59, No. 4, 946-951 (1992); translation from Probl. Ustojch. Stokhasticheskikh Modelej, Tr. Semin., 1989, 79–85 (1989). MSC: 60E07 PDFBibTeX XMLCite \textit{A. D. Lisitskii}, J. Sov. Math. 59, No. 4, 946--951 (1992; Zbl 1267.60015); translation from Probl. Ustojch. Stokhasticheskikh Modelej, Tr. Semin., 1989, 79--85 (1989) Full Text: DOI
Voudouri, Aggeliki A class of compound Poisson distributions and its stochastic derivations. (English) Zbl 0798.60018 Bull. Greek Math. Soc. 34, 91-97 (1992). MSC: 60E07 PDFBibTeX XMLCite \textit{A. Voudouri}, Bull. Greek Math. Soc. 34, 91--97 (1992; Zbl 0798.60018) Full Text: EuDML
Huang, Zhirui; Liang, Zhishun On infinitely divisible positive semi-p-functions and their \(I_ 0\)- class. (Chinese) Zbl 0704.60014 Chin. Ann. Math., Ser. A 10, No. 2, 148-157 (1989). MSC: 60E07 PDFBibTeX XMLCite \textit{Z. Huang} and \textit{Z. Liang}, Chin. Ann. Math., Ser. A 10, No. 2, 148--157 (1989; Zbl 0704.60014)
Nguyen Zui Tien On the convergence of stable measures in a Banach space. (English) Zbl 0658.60013 Probab. Math. Stat. 5, 137-151 (1985). MSC: 60B10 60E07 PDFBibTeX XMLCite \textit{Nguyen Zui Tien}, Probab. Math. Stat. 5, 137--151 (1985; Zbl 0658.60013)
Abdalimov, B. Sharpening of a limit theorem for a U-statistic in case of convergence to a stable law. (Russian) Zbl 0616.62023 Dokl. Akad. Nauk UzSSR 1983, No. 9, 9-11 (1983). MSC: 62E20 60F05 60E07 PDFBibTeX XMLCite \textit{B. Abdalimov}, Dokl. Akad. Nauk UzSSR 1983, No. 9, 9--11 (1983; Zbl 0616.62023)
Warde, W. D.; Katti, S. K. Infinite divisibility of discrete distributions. II. (English) Zbl 0216.46202 Ann. Math. Stat. 42, 1088-1090 (1971). MSC: 60E07 60E05 PDFBibTeX XMLCite \textit{W. D. Warde} and \textit{S. K. Katti}, Ann. Math. Stat. 42, 1088--1090 (1971; Zbl 0216.46202) Full Text: DOI