Second order regular variation and the domain of attraction of stable distributions

Jaap Geluk and Liang Peng

No EI 9826, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: We characterize second order regular variation of the tail sum of F together with a balance condition on the tails interms of the behaviour of the characteristic function near zero.

Keywords: (generalised) second order regular variation; Domain of attraction (search for similar items in EconPapers)
Date: 1998-08-13
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Persistent link: https://EconPapers.repec.org/RePEc:ems:eureir:1547

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