Exact rates of convergence to a stable law

Journal of the London Mathematical Society

Volumn 59, Issue 3, 1999, Pages 1134-1152

  De Haan, L ^a   Peng, L ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040036790     PISSN: 00246107     EISSN: None     Source Type: Journal    
DOI: 10.1112/S0024610799007346     Document Type: Article

References (13)

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10. P. HALL, 'On the rate of convergence to a stable law', J. London Math. Soc. 23 (1981) 179-192.
11. P. HALL, 'Two-sided bounds on the rate of convergence to a stable law', Z. Wahrs. Verw. Gebiete 57 (1981) 349-364.
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13. S. T. RACHEV, Probability metrics and the stability of stochastic models (John Wiley, 1991).