Necessary conditions for the existence of conditional moments of stable random variables

Renata Cioczek-Georges and Murad S. Taqqu

Stochastic Processes and their Applications, 1995, vol. 56, issue 2, 233-246

Abstract: Let (X1, X2) be a symmetric [alpha]-stable random vector with 0

Keywords: Stable; distributions; Bivariate; stable; distributions; Conditional; moments; Regression (search for similar items in EconPapers)
Date: 1995
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