Tail behaviors of semi-stable distributions

DOI10.1016/j.jmaa.2012.03.053zbMath1250.62026MaRDI QIDQ432346

Kouji Yamamuro, Toshiro Watanabe

Publication date: 4 July 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.03.053

zbMATH Keywords

dominated variation; sharp tail estimates

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

62G32: Statistics of extreme values; tail inference

Related Items

Regularly log-periodic functions and some applications, Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum, Subexponential densities of infinitely divisible distributions on the half-line, Tail probabilities of St. Petersburg sums, trimmed sums, and their limit

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