A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance (Q861528)

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A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance
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    A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance (English)
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    29 January 2007
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    Heavy tails
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    Hill's estimator
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    Lévy-stable law
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    Law of the iterated logarithm
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    Sequential test
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    Asset returns
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