Multi operator-stable random measures and fields
Sign Up to like & getrecommendations! Published in 2019 at "Stochastic Models"
DOI: 10.1080/15326349.2019.1618714
Abstract: Abstract In this paper we construct vector-valued multi operator-stable random measures that behave locally like operator-stable random measures. The space of integrable functions is characterized in terms of a certain quasi-norm. Moreover, a multi operator-stable… read more here.
Keywords: operator stable; random measures; stable random; multi operator ... See more keywords
Gaussian copula of stable random vectors and application
Sign Up to like & getrecommendations! Published in 2020 at "Hacettepe Journal of Mathematics and Statistics"
DOI: 10.15672/hujms.621919
Abstract: In this paper, we present a new method to investigate data of multivariate heavy-tailed distributions. We show that for any given number $\alpha \in (0;2]$, each Gaussian copula is also the copula of an $\alpha$-stable… read more here.
Keywords: alpha stable; copula stable; stable random; random vectors ... See more keywords