Estimation of the tail of probability distribution through its characteristic function
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 24, Tome 454 (2016), pp. 176-182
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There is given a method for estimation of a probability distribution tail in terms of characteristic function.
@article{ZNSL_2016_454_a9,
author = {A. Karlov\'a and L. B. Klebanov},
title = {Estimation of the tail of probability distribution through its characteristic function},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {176--182},
publisher = {mathdoc},
volume = {454},
year = {2016},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a9/}
}
TY - JOUR AU - A. Karlová AU - L. B. Klebanov TI - Estimation of the tail of probability distribution through its characteristic function JO - Zapiski Nauchnykh Seminarov POMI PY - 2016 SP - 176 EP - 182 VL - 454 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a9/ LA - ru ID - ZNSL_2016_454_a9 ER -
A. Karlová; L. B. Klebanov. Estimation of the tail of probability distribution through its characteristic function. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 24, Tome 454 (2016), pp. 176-182. http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a9/