Densities with Gaussian Tails
From MaRDI portal
Recommendations
Cited in
(26)- Weighted averages and local polynomial estimation for fractional linear ARCH processes
- Asymptotic behavior of tail density for sum of correlated lognormal variables
- On least squares estimation for long-memory lattice processes
- A note on the tail accuracy of the univariate saddlepoint approximation
- Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors.
- Sampling at subexponential times, with queueing applications
- Extremal theory for spectrum of random discrete Schrödinger operator. III. Localization properties
- On lower tail probabilities of positive random sums
- Tail asymptotics of the \(n\)th convolution of super-exponential distributions
- On location estimation for LARCH processes
- Extreme value theory for moving average processes with light-tailed innovations
- Domains of attraction for exponential families.
- The log-Lévy moment problem via Berg-Urbanik semigroups
- scientific article; zbMATH DE number 524366 (Why is no real title available?)
- Tail asymptotics of light-tailed Weibull-like sums
- Tauberian Results for Densities with Gaussian Tails
- Light tails: all summands are large when the empirical mean is large
- Asymptotic expansion of Gaussian chaos via probabilistic approach
- A Gibbs Conditional Theorem under Extreme Deviation
- On exceedance times for some processes with dependent increments
- On the Laplace transforms of logconcave densities
- Branching random walk with infinite progeny mean: a tale of two tails
- Non‐classical Tauberian and Abelian type criteria for the moment problem
- On the Asymptotic Behaviour of Superexponential Lévy Processes
- Sojourn times of Gaussian processes with random parameters
- Probability tails of Gaussian extrema
This page was built for publication: Densities with Gaussian Tails
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4287062)
