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

Department of Mathematical Sciences

Original language	English
Number of pages	25
Publication status	Published - 2008

Cite this

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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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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.

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