Convolution tails, product tails and domains of attraction
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Publication:1065452
DOI10.1007/BF00344720zbMath0577.60019MaRDI QIDQ1065452
Publication date: 1986
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
extreme valuesregular variationdomain of attractionexponential tailconvolution tailsstable domain of attraction
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)
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Cites Work
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- More limit theory for the sample correlation function of moving averages
- Limit theory for the sample covariance and correlation functions of moving averages
- On convolution tails
- The class of subexponential distributions
- Functions of probability measures
- One-sided analogues of Karamata's regular variation
- A Theorem on Products of Random Variables, With Application to Regression
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