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Stable Probability Distributions and their Domains of Attraction

The theory of stable probability distributions and their domains of attraction is derived in a direct way (avoiding the usual route via infinitely divisible distributions) using Fourier transforms. Regularly varying functions play an important role in the exposition.
Year of publication:
1997-09-11
Authors: Geluk, J.L. ; Haan, Laurens F.M. de
Institutions: Tinbergen Institute
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Notes:
The text is part of a series Tinbergen Institute Discussion Papers Number 97-089/4
Source:
Persistent link: https://www.econbiz.de/10005281988
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