Asymptotic analysis of a measure of variation

Theory of Probability and Mathematical Statistics

Volumn 74, Issue , 2007, Pages 1-10

  Albrecher, H ^a   Teugels, J L ^b,c  

^a GRAZ UNIVERSITY OF TECHNOLOGY   (Austria)

^b UNIVERSITY OF LEUVEN   (Belgium)

^c EURANDOM   (Netherlands)

Author keywords

Domain of attraction of a stable law; Extreme value theory; Functions of regular variation

Indexed keywords

EID: 85009809584     PISSN: 00949000     EISSN: 15477363     Source Type: Journal    
DOI: 10.1090/S0094-9000-07-00692-8     Document Type: Article

References (6)

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