A bivariate stable characterization and domains of attraction

DOI10.1016/0047-259X(79)90079-4zbMath0409.62038MaRDI QIDQ1259115

Sidney I. Resnick, Prescilla E. Greenwood

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Random WalkDomains of AttractionBivariate Stable DistributionsJoint ConvergenceMarginal ConvergenceOptional Stopping Property

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Optimal stopping in statistics (62L15)

Related Items (54)

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