Sharp estimates on the tail behavior of a multistable distribution

DOI10.1016/J.SPL.2012.11.016zbMath1269.60017arXiv1208.0911OpenAlexW2127835867MaRDI QIDQ1950688

Antoine Ayache

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.0911

zbMATH Keywords

characteristic functionsheavy-tailed distributionsstochastic integralsvariable exponentFourier methods

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15)

Related Items (5)

Multistable Processes and Localizability ⋮ Goodness-of-fit test for multistable Lévy processes ⋮ On two multistable extensions of stable Lévy motion and their semi-martingale representations ⋮ The Hausdorff dimension of the range of the Lévy multistable processes ⋮ Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes

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