Powiadomienia systemowe
- Sesja wygasła!
- Sesja wygasła!
Tytuł artykułu
Autorzy
Wybrane pełne teksty z tego czasopisma
Identyfikatory
Warianty tytułu
Języki publikacji
Abstrakty
Relying on Geluk and de Haan [3] we derive alternative necessary and sufficient conditions for the domain of attraction of a stable distribution in Rd which are phrased entirely in terms of (joint distributions of) linear combinations of the marginals. The conditions in terms of characteristic functions should be useful for determining rates of convergence, as in de Haan and Peng [4].
Czasopismo
Rocznik
Tom
Strony
303--317
Opis fizyczny
Biblogr. 6 poz.
Twórcy
autor
- Econometric Institute Erasmus, University Rotterdam, P.O. Box 1738, 3000 DR Rotterdam, The Netherlands
autor
- Econometric Institute Erasmus, University Rotterdam, P.O. Box 1738, 3000 DR Rotterdam, The Netherlands
autor
- School of Mathematics, Georgia Institute of Technology, Atlanta GA 30332-0160, U.S.A.
autor
- DEIO/Faculdade de Ciencias,CEAUL/Centro de Estatistica e Aplicacoes, Universidade de Lisboa, 1749-016 Lisboa, Portugal
Bibliografia
- [1] B. Basrak, R. A. Davis and T. Mikosch, A characterization of multivariate regular variation, Ann. Appl. Probab. (2000).
- [2] W. Feller, An Introduction to Probability Theory and Its Applications, Vol. II, Wiley, New York 1971.
- [3] J. L. Geluk and L. de Ha an, Stable probability distributions and their domains of attraction: a direct approach, Probab. Math. Statist. 20 (1) (2000), pp. 169-188.
- [4] L. de Haan and L, Peng, Exact rates of convergence to a stable law, J. London Math. Soc. (2) 59 (1999), pp. 1134-1152.
- [5] E. L. Rvaceva, On domains of attraction of multi-dimensional distributions, Select. Transi. Math. Statist. Probab. 2 (1962), pp. 183-205.
- [6] G. Samorodnitsky and M. S. Taqqu, Stable Non-Gaussian Random Processes, Chapman and Hall, London 1994.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-a5e5967d-3038-4399-bc6b-44b983125456