Weak convergence to the Student and Laplace distributions

DOI10.1017/jpr.2015.13zbMath1337.60025OpenAlexW2295565679MaRDI QIDQ2804418

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

zbMATH Keywords

weak convergenceLaplace distributionscity-size growthhigh-frequency return process

Mathematics Subject Classification ID

Related Items (5)

Bounds for convergence rate in laws of large numbers for mixed Poisson random sums ⋮ Second-order Chebyshev-Edgeworth and Cornish-Fisher expansions for distributions of statistics constructed from samples with random sizes ⋮ Unnamed Item ⋮ Convergence and inference for mixed Poisson random sums ⋮ Size distributions reconsidered

Cites Work

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