Continuity Properties of Distributions with Some Decomposability
Author
Abstract
Suggested Citation
DOI: 10.1023/A:1007739010953
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Sato, Ken-iti, 1982. "Absolute continuity of multivariate distributions of class L," Journal of Multivariate Analysis, Elsevier, vol. 12(1), pages 89-94, March.
- Yamazato, Makoto, 1983. "Absolute continuity of operator-self-decomposable distributions on Rd," Journal of Multivariate Analysis, Elsevier, vol. 13(4), pages 550-560, December.
- Wolfe, Stephen James, 1983. "Continuity properties of decomposable probability measures on euclidean spaces," Journal of Multivariate Analysis, Elsevier, vol. 13(4), pages 534-538, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Toshiro Watanabe, 2002. "Shift Self-Similar Additive Random Sequences Associated with Supercritical Branching Processes," Journal of Theoretical Probability, Springer, vol. 15(3), pages 631-665, July.
- Toshiro Watanabe, 2016. "Escape Rates for Multidimensional Shift Self-similar Additive Sequences," Journal of Theoretical Probability, Springer, vol. 29(3), pages 896-921, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Becker-Kern, Peter & Pap, Gyula, 2008. "Parameter estimation of selfsimilarity exponents," Journal of Multivariate Analysis, Elsevier, vol. 99(1), pages 117-140, January.
- Patrizia Semeraro, 2022. "Multivariate tempered stable additive subordination for financial models," Mathematics and Financial Economics, Springer, volume 16, number 3, October.
- Pérez-Abreu, Victor & Stelzer, Robert, 2014. "Infinitely divisible multivariate and matrix Gamma distributions," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 155-175.
- Patrizia Semeraro, 2021. "Multivariate tempered stable additive subordination for financial models," Papers 2105.00844, arXiv.org, revised Sep 2021.
- Valentin Courgeau & Almut E. D. Veraart, 2022. "Likelihood theory for the graph Ornstein-Uhlenbeck process," Statistical Inference for Stochastic Processes, Springer, vol. 25(2), pages 227-260, July.
- Toshiro Watanabe, 2002. "Shift Self-Similar Additive Random Sequences Associated with Supercritical Branching Processes," Journal of Theoretical Probability, Springer, vol. 15(3), pages 631-665, July.
- Marron, J. S. & Nakamura, Miguel & Pérez-Abreu, Víctor, 2003. "Semi-parametric multivariate modelling when the marginals are the same," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 310-329, August.
More about this item
Keywords
B-decomposable distributions; P.V. numbers; absolute continuity; infinite Bernoulli convolutions;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jotpro:v:13:y:2000:i:1:d:10.1023_a:1007739010953. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.