Inverse problems for regular variation of linear filters, a cancellation property for σ -finite measures and identification of stable laws
Jacobsen, Martin, Mikosch, Thomas, Rosiński, Jan, Samorodnitsky, GennadyVolume:
19
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/08-AAP540
Date:
February, 2009
File:
PDF, 314 KB
english, 2009