Merging asymptotic expansions for semistable random variables |
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| Authors: | P Kevei |
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| Institution: | (1) Analysis and Stochastics Research Group of the Hungarian Academy of Sciences, Bolyai Institute, University of Szeged, Aradi vertanuk tere 1, H–6720 Szeged, Hungary |
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| Abstract: | Merging asymptotic expansions are established for distribution functions from the domain of geometric partial attraction of
a semistable law. The length of the expansion depends on the exponent of the semistable law and on the characteristic function
of the underlying distribution. We obtain sufficient conditions for the quantile function in order to get real infinite asymptotic
expansion. The results are generalizations of the existing theory in the stable case. |
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| Keywords: | merging asymptotic expansion semistable law domain of geometric partial attraction |
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