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  • Search: subject:"(generalised) second order regular variation"
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Year of publication
Subject
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(generalised) second order regular variation 2 Domain of attraction 2
Online availability
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Free 1
Type of publication
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Book / Working Paper 2
Language
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Undetermined 2
Author
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Geluk, J.L. 2 Peng, L. 1 Peng, Peng, L. 1
Institution
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Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1
Published in...
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Econometric Institute Report 1 Econometric Institute Research Papers 1
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
Second order regular variation and the domain of attraction of stable distributions
Geluk, J.L.; Peng, L. - Erasmus University Rotterdam, Econometric Institute - 1998
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.
Persistent link: https://www.econbiz.de/10008584732
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Cover Image
Second order regular variation and the domain of attraction of stable distributions
Geluk, J.L.; Peng, Peng, L. - Faculteit der Economische Wetenschappen, Erasmus … - 1998
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.
Persistent link: https://www.econbiz.de/10010731809
Saved in:
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