On the local behavior of characteristic functions

DOI10.1214/AOP/1176996853MaRDI QIDQ2265235zbMATH OpenOpenAlexFDO

Authors Stephen James Wolfe

Publication date 1973

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176996853

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20)

Cited in

(9)

• On identically distributed linear statistics
• Properties of certain symmetric stable distributions
• Positive-part moments via characteristic functions, and more general expressions
• Tauberian and Abelian theorems for long-range dependent random fields
• On the finite series expansion of multivariate characteristic functions
• Fractional absolute moments of heavy tailed distributions
• Adaptive estimation of the center of symmetry based on the empirical characteristic function
• On mixing and the local central limit theorem for hyperbolic flows
• Quantal response equilibria with heterogeneous agents

This page was built for publication: On the local behavior of characteristic functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2265235)