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.
|Keywords||(generalised) second order regular variation, Domain of attraction|
Geluk, J.L., & Peng, L.. (1998). Second order regular variation and the domain of attraction of stable distributions (No. EI 9826). Retrieved from http://hdl.handle.net/1765/1547