Asymptotic properties of symmetric stable distributions with small index

DOI10.1007/BF02362701zbMath0853.60012MaRDI QIDQ1917615

S. M. Shkol'nik, Alexander V. Nagaev

Publication date: 5 January 1997

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

large deviationslocal limit theoremsymmetric stable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Related Items (1)

Asymptotics of maximum likelihood estimation for stable law with continuous parameterization

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution
• On Some Fourier Methods for Inference
• Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
• Expansions for the positive stable laws
• Estimation in Univariate and Multivariate Stable Distributions

This page was built for publication: Asymptotic properties of symmetric stable distributions with small index