Inverse problems for regular variation of linear filters, a cancellation property for sigma-finite measures, and identification of stable laws.

Thomas Valentin Mikosch; Martin Skjold Børge Jacobsen; Jan Rosinski; Gennady Samorodnitsky

Inverse problems for regular variation of linear filters, a cancellation property for sigma-finite measures, and identification of stable laws.

Thomas Valentin Mikosch, Martin Skjold Børge Jacobsen, Jan Rosinski, Gennady Samorodnitsky

Institut for Matematiske Fag

Originalsprog	Engelsk
Antal sider	25
Status	Udgivet - 2008

Citationsformater

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title = "Inverse problems for regular variation of linear filters, a cancellation property for sigma-finite measures, and identification of stable laws.",

author = "Mikosch, {Thomas Valentin} and Jacobsen, {Martin Skjold B{\o}rge} and Jan Rosinski and Gennady Samorodnitsky",

year = "2008",

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TY - UNPB

T1 - Inverse problems for regular variation of linear filters, a cancellation property for sigma-finite measures, and identification of stable laws.

AU - Mikosch, Thomas Valentin

AU - Jacobsen, Martin Skjold Børge

AU - Rosinski, Jan

AU - Samorodnitsky, Gennady

PY - 2008

Y1 - 2008

M3 - Working paper

BT - Inverse problems for regular variation of linear filters, a cancellation property for sigma-finite measures, and identification of stable laws.

ER -