11 citations · 11 across the 2 of their papers we have counts for
2 papers
math.ST2014★ 11 cited
Quantile estimation for Lévy measures
Mathias Trabs
Generalizing the concept of quantiles to the jump measure of a Lévy process, the generalized quantiles , for , are given by the smallest values such that a jump l…
math.PR2014
On infinitely divisible distributions with polynomially decaying characteristic functions
Mathias Trabs
We provide necessary and sufficient conditions on the characteristics of an infinitely divisible distribution under which its characteristic function decays polynomially. Under…