Bibliography
- Abramowitz , M. and Stegun , I.A. 1970 . Handbook of Mathematical Functions , Vol. 55 , National Bureau of Standards . Applied Mathematics Series
- Goldie , C.M. and Smith , R.L. 1987 . Slow Variation with Remainder: Theory and Applications . Quarterly Journal of Mathematics, Oxford 2nd series , 38 : 45 – 71 .
- Haan , L. and Ller , U. 1992 . Generalized Regular Variation of Second Order , Econometric Institute Erasmus University Rotterdam . report 9268/A
- Hall , P. 1982 . On Some Simple Estimates of an Exponent of Regular Variation . Journal of the Royal Statistical Society , 44 : 37 – 42 .
- Ibragimov , I.A. and Linnik , Y.V. 1971 . Independent and Stationary Sequences of Random Variables , Wolters-Noordhoff, Groningen .
- Mcculloch , J.H. 1994 . “ Measuring Tail Thickness in Order to Estimate the Stable Index ? : A Critique ” . In unpublished manuscript