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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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:24:y:1995:i:3:p:187-192
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