Integrals and derivatives of regularly varying functions in d and domains of attraction of stable distributions II.
A theorem on regularly varying functions in 2 is proved and applied to domains of attraction of stable laws with index 1 [less-than-or-equals, slant] [alpha] [less-than-or-equals, slant] 2. We also present a theory of [Pi]-variation in 2. Unlike the situation in 1 the latter is not connected with domain of attraction theory. The situation in d (d > 1) is more complicated but not essentially different; for simplicity we limit ourselves to 2. This article complements de Haan and Resnick (1979) where the situation for 0 < [alpha] < 1 was considered.
Year of publication: |
1984
|
---|---|
Authors: | de Haan, L. ; Omey, E. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 16.1984, 2, p. 157-170
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
ON A SUBCLASS OF BEURLING VARYING FUNCTIONS.
DE HAAN, L., (1990)
-
Domains of attraction and regular variation in IRd
de Haan, L., (1984)
-
Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation
Danielsson, J., (1997)
- More ...