Weak convergence to the student and Laplace distributions

DOI10.1017/JPR.2015.13zbMATH Open1337.60025OpenAlexW2295565679MaRDI QIDQ2804418FDOQ2804418

Mark Trede, Christian Schluter

Publication date: 29 April 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1457470563

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zbMATH Keywords

weak convergenceLaplace distributionscity-size growthhigh-frequency return process

Mathematics Subject Classification ID

Models of societies, social and urban evolution (91D10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stochastic models in economics (91B70)

Cites Work

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• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• Statistics of Extremes
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• Convergence of stochastic processes
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• A moment estimator for the index of an extreme-value distribution
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• Zipf's Law for Cities: An Explanation
• Multivariate generalized Laplace distribution and related random fields
• Distributional properties of the negative binomial Lévy process

Cited In (8)

• On the parametric description of log-growth rates of Romanian city sizes
• From the central limit theorem to heavy-tailed distributions
• Convergence and inference for mixed Poisson random sums
• Title not available (Why is that?)
• On weak convergence within a Lorenz ordering family of distributions
• Second-order Chebyshev-Edgeworth and Cornish-Fisher expansions for distributions of statistics constructed from samples with random sizes
• Bounds for convergence rate in laws of large numbers for mixed Poisson random sums
• Size distributions reconsidered

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