Tauber theory for infinitely divisible variance functions

DOI10.2307/3318587zbMath0884.60017OpenAlexW2075009747MaRDI QIDQ1363402

José Raúl Martínez, Bent Jørgensen

Publication date: 19 March 1998

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1177526729

zbMATH Keywords

regular variationnatural exponential familyLévy-Khinchin representation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (3)

A Gibbs Conditional Theorem under Extreme Deviation ⋮ Domains of attraction to Tweedie distributions ⋮ Dispersion models for extremes

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