Sharp estimates on the tail behavior of a multistable distribution
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Publication:1950688
DOI10.1016/j.spl.2012.11.016zbMath1269.60017arXiv1208.0911MaRDI QIDQ1950688
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
characteristic functions; heavy-tailed distributions; stochastic integrals; variable exponent; Fourier methods
60E07: Infinitely divisible distributions; stable distributions
60E15: Inequalities; stochastic orderings
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