Existence of joint moments of stable random variables

Gennady Samorodnitsky and Murad S. Taqqu

Statistics & Probability Letters, 1990, vol. 10, issue 2, 167-172

Abstract: Let X1, X2,..., Xn be jointly [alpha]-stable random variables, 0

Keywords: Stable; random; vectors; stable; distribution; moments; n-fold; dependence; maximal; subsets (search for similar items in EconPapers)
Date: 1990
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