Necessary conditions for the existence of conditional moments of stable random variables
Open Access
- 1 April 1995
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 56 (2) , 233-246
- https://doi.org/10.1016/0304-4149(94)00053-v
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- How do conditional moments of stable vectors depend on the spectral measure?Stochastic Processes and their Applications, 1994
- Conditional moments and linear regression for stable random variablesStochastic Processes and their Applications, 1991