Sharp estimates on the tail behavior of a multistable distribution
Year of publication: |
2013
|
---|---|
Authors: | Ayache, Antoine |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 3, p. 680-688
|
Publisher: |
Elsevier |
Subject: | Heavy-tailed distributions | Variable exponent | Stochastic integrals | Characteristic functions | Fourier methods |
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