2 papers
math.ST2023
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data
Simos G. Meintanis, John P. Nolan, Charl Pretorius
We consider goodness-of-fit methods for multivariate symmetric and asymmetric stable Paretian random vectors in arbitrary dimension. The methods are based on the empirical characte…
math.PR2017
Truncated fractional moments of stable laws
John P. Nolan
Expressions are given for the truncated fractional moments of a general stable law. These involve families of special functions that arose out of the study of multivariat…