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Moments of measures attracted to operator semi-stable laws

Hans-Peter Scheffler

Statistics & Probability Letters, 1995, vol. 24, issue 3, 187-192

Abstract: Bounds on the norming operators for distributions in the domain of semi-stable attraction of an operator semi-stable distribution are found. These bounds are used to establish the existence and nonexistence of moments of distributions in the domain of semi-stable attraction of an operator semi-stable distribution.

Keywords: Domains; of; semi-stable; attraction; Bounds; on; norming; operators; Moments; of; measures; Operator-semistable; laws (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (2)

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