Abstract
The paper discusses recent advances in the theory of multivariate geometric stable (GS) distributions. The results presented include characterizations, mixture representations, properties, simulation, and estimation.
| Original language | English |
|---|---|
| Pages (from-to) | 349-385 |
| Number of pages | 37 |
| Journal | Journal of Computational Analysis and Applications |
| Volume | 1 |
| Issue number | 4 |
| DOIs | |
| State | Published - 1999 |
Keywords
- Estimation
- Geometric compound
- Heavy-tail modeling
- Linnik distribution
- Mittag-Leffler law
- Mixture
- Multivariate Laplace distribution
- Random summation
- Simulation
- Subordination