A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance (Q861528)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance |
scientific article |
Statements
A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance (English)
0 references
29 January 2007
0 references
Heavy tails
0 references
Hill's estimator
0 references
Lévy-stable law
0 references
Law of the iterated logarithm
0 references
Sequential test
0 references
Asset returns
0 references
0 references
0 references
