infinitely divisible law
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A bivariate infinitely divisible law for modeling the magnitude and duration of monotone periods of log‐returns

Statistica Neerlandica ◽

10.1111/stan.12166 ◽

2018 ◽

Vol 73 (2) ◽

pp. 211-233

Author(s):

Wagner Barreto‐Souza ◽

Rodrigo B. Silva

Keyword(s):

Infinitely Divisible ◽

Infinitely Divisible Law

When is Half-Line Convergence to an Infinitely Divisible Law v Equivalent to Weak Convergence to v ?

Journal of the London Mathematical Society ◽

10.1112/s002461079800581x ◽

1998 ◽

Vol 57 (1) ◽

pp. 245-256

Author(s):

A. M. Ulanovskii

Keyword(s):

Weak Convergence ◽

Half Line ◽

Infinitely Divisible ◽

Infinitely Divisible Law

The Domain of Partial Attraction of an Infinitely Divisible Law Without a Normal Component

Advances in Applied Mathematics ◽

10.1006/aama.1995.1009 ◽

1995 ◽

Vol 16 (2) ◽

pp. 184-205

Author(s):

S. Csorgo ◽

R. Dodunekova

Keyword(s):

Normal Component ◽

Infinitely Divisible ◽

Infinitely Divisible Law ◽

Domain Of Partial Attraction

Symmetric polynomials of random variables attracted to an infinitely divisible law

Probability Theory and Related Fields ◽

10.1007/bf00699038 ◽

1986 ◽

Vol 71 (4) ◽

pp. 491-500 ◽

Cited By ~ 11

Author(s):

Florin Avram ◽

Murad S. Taqqu

Keyword(s):

Random Variables ◽

Symmetric Polynomials ◽

Infinitely Divisible ◽

Infinitely Divisible Law