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A Theorem on the Tail Behaviour of Probability Distributions with an Application to the Stable Family

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  • P. C. B. Phillips

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  • P. C. B. Phillips, 1985. "A Theorem on the Tail Behaviour of Probability Distributions with an Application to the Stable Family," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 58-65, February.
    • Handle: RePEc:cje:issued:v:18:y:1985:i:1:p:58-65
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    Cited by:

    1. Phillips, Peter C.B., 2009. "Long memory and long run variation," Journal of Econometrics, Elsevier, vol. 151(2), pages 150-158, August.
    2. ZINDE-WALSH, Victoria, 2007. "Errors-in-Variables Models : A Generalized Functions Approach," Cahiers de recherche 14-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

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