Template-Type: ReDIF-Paper 1.0
Author-Name: Geluk, J.L.
Author-Name-Last: Geluk
Author-Name-First: Jaap
Author-Name: Peng, L.
Author-Name-Last: Peng
Author-Name-First: Liang
Title: Second order regular variation and the domain of attraction of stable distributions
Abstract: 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.
Creation-Date: 1998-08-13
Series: RePEc:ems:eureir
Number: EI 9826
Keywords: (generalised) second order regular variation, Domain of attraction
Handle: RePEc:ems:eureir:1547