Second order regular variation and the domain of attraction of stable distributions

We characterize second order regular variation of the tail sum of F together with a balance condition on the tails interms of the behaviour of the characteristic function near zero.

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Year of publication:	1998-08-13
Authors:	Geluk, J.L. ; Peng, L.
Institutions:	Erasmus University Rotterdam, Econometric Institute
Subject:	Domain of attraction \| (generalised) second order regular variation

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Extent:	application/pdf
Series:	Econometric Institute Report. - ISSN 1566-7294.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:dgr:eureir Number EI 9826
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008584732