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

Thomas Valentin Mikosch; Martin 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 Jacobsen, Jan Rosinski, Gennady Samorodnitsky

Institut for Matematiske Fag

15 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Annals of Applied Probability
Vol/bind	19
Udgave nummer	1
Sider (fra-til)	210-242
Antal sider	33
ISSN	1050-5164
Status	Udgivet - 2009

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 Martin Jacobsen and Jan Rosinski and Gennady Samorodnitsky",

year = "2009",

language = "English",

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journal = "Annals of Applied Probability",

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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

AU - Rosinski, Jan

AU - Samorodnitsky, Gennady

PY - 2009

Y1 - 2009

M3 - Journal article

SN - 1050-5164

VL - 19

SP - 210

EP - 242

JO - Annals of Applied Probability

JF - Annals of Applied Probability

IS - 1

ER -