A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance (Q861528)
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scientific article; zbMATH DE number 5119591
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| English | A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance |
scientific article; zbMATH DE number 5119591 |
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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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0.7640095353126526
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0.7624363303184509
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0.7461209893226624
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0.7445463538169861
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