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

Department of Mathematical Sciences

15 Citations (Scopus)

Original language	English
Journal	Annals of Applied Probability
Volume	19
Issue number	1
Pages (from-to)	210-242
Number of pages	33
ISSN	1050-5164
Publication status	Published - 2009

Cite this

Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures, and identification of stable laws. / Mikosch, Thomas Valentin ; Jacobsen, Martin; Rosinski, Jan et al.

In: Annals of Applied Probability, Vol. 19, No. 1, 2009, p. 210-242.

Research output: Contribution to journal › Journal article › Research › peer-review

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