1998-08-13
Second order regular variation and the domain of attraction of stable distributions
Publication
Publication
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.
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| hdl.handle.net/1765/1547 | |
| Econometric Institute Research Papers | |
| Organisation | Erasmus School of Economics |
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Geluk, J., & Peng, L. (1998). Second order regular variation and the domain of attraction of stable distributions (No. EI 9826). Econometric Institute Research Papers. Retrieved from http://hdl.handle.net/1765/1547 |
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