Stable probability distributions and their domains of attraction : a direct approach

• Autorzy: Geluk J. L. , de Haan L.
• Języki publikacji: EN

Abstrakty

EN

The theory of stable probability distributions and their domains of attraction is derived in a direct way (avoiding the usual route via infinitely divisible distributions) using Fourier transforms. Regularly varying functions play an important role in the exposition.

Słowa kluczowe

EN

domain of attraction; regular variation; characteristic function

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2000
• Tom: Vol. 20, Fasc. 1
• Strony: 169--188
• Opis fizyczny: Bibliogr.19 poz.

Twórcy

autor

Geluk J. L.

• Econometric Institute, Erasmus University Rotterdam, P.O. Box 1738 , NL-3000 DR Rotterdam, The Netherlands

autor

de Haan L.

• Econometric Institute, Erasmus University Rotterdam, P.O. Box 1738 , NL-3000 DR Rotterdam, The Netherlands

Bibliografia

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