Asymptotic properties of stable densities and the asymmetric large deviation problems

We focus on the asymptotic properties of unilateral stable distributions. Those properties are established by means of the Cramer conjugate distribution techniques.

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Year of publication:	2003
Authors:	Nagaev, A. V.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 61.2003, 4, p. 429-438
Publisher:	Elsevier
Keywords:	Conjugate density Local limit theorem Poisson spectral density Transformation of Cramer Transformation of Fenchel-Legendre Unilateral stable law

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319652