Cramer's estimate for Lévy processes

It is shown that the usual method of establishing Cramer's estimate also works for Lévy processes.

Year of publication:	1994
Authors:	Bertoin, J. ; Doney, R. A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 21.1994, 5, p. 363-365
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005313862