We show the convolution equivalence property of univariate tempered stable distributions in the sense of Rosinski (2007). This makes rigorous various classic heuristic arguments on the asymptotic similarity between the probability and Levy densities of such distributions. Some specific examples from the literature are discussed.
Torricelli L. (2024). On the convolution equivalence of tempered stable distributions on the real line. STATISTICS & PROBABILITY LETTERS, 207, 0-0 [10.1016/j.spl.2024.110034].
On the convolution equivalence of tempered stable distributions on the real line
Torricelli L.
2024
Abstract
We show the convolution equivalence property of univariate tempered stable distributions in the sense of Rosinski (2007). This makes rigorous various classic heuristic arguments on the asymptotic similarity between the probability and Levy densities of such distributions. Some specific examples from the literature are discussed.File in questo prodotto:
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