On the local behavior of characteristic functions
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Publication:2265235
DOI10.1214/AOP/1176996853zbMath0274.60015OpenAlexW2087678163MaRDI QIDQ2265235
Publication date: 1973
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996853
Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38)
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Fractional absolute moments of heavy tailed distributions ⋮ Quantal response equilibria with heterogeneous agents ⋮ Positive-part moments via characteristic functions, and more general expressions ⋮ On identically distributed linear statistics ⋮ On mixing and the local central limit theorem for hyperbolic flows ⋮ Tauberian and Abelian theorems for long-range dependent random fields ⋮ Properties of certain symmetric stable distributions ⋮ On the finite series expansion of multivariate characteristic functions ⋮ Adaptive estimation of the center of symmetry based on the empirical characteristic function
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