Second order regular variation and the domain of attraction of stable distributions
Year of publication: |
1998-08-13
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Authors: | Geluk, J.L. ; Peng, Peng, L. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | (generalised) second order regular variation | Domain of attraction |
Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 9826 |
Source: |
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Second order regular variation and the domain of attraction of stable distributions
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