Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures (Q3510420)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures |
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Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures (English)
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2 July 2008
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counting process
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domain of attraction of a stable distribution
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functions of regular variation
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Pareto-type distribution
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sample coefficient of variation
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sample dispersion
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weak convergence
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