Abstract
The paper summarizes recent advances in the theory of geometric stable (GS) distributions. The results presented include parametrizations, characterizations, mixture representations, properties, asymptotic and convergent series expansions of densities and distribution functions, moments and tail behavior, simulation, and estimation.
Original language | English |
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Pages (from-to) | 177-217 |
Number of pages | 41 |
Journal | Journal of Computational Analysis and Applications |
Volume | 1 |
Issue number | 2 |
DOIs | |
State | Published - 1999 |
Keywords
- Geometric compound
- Heavy-tail modeling
- Linnik distribution
- Mittag-Leffler law
- Random summation