{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,20]],"date-time":"2025-10-20T16:33:08Z","timestamp":1760977988689},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[1998,6,1]],"date-time":"1998-06-01T00:00:00Z","timestamp":896659200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1998,6]]},"abstract":"<jats:p>The distribution of sums of squared random variables \nwith heavy-tailed distributions is investigated. Considering \nrandom variables in the domain of attraction of a stable \nParetian law we derive the limiting distribution as the \ndegrees of freedom approach infinity. The finite-degrees-of-freedom \nbehavior for stable Paretian variates is simulated. Response \nsurface techniques are employed to compactly summarize \nthe simulation results for a relevant range of significance \nlevels.<\/jats:p>","DOI":"10.1017\/s0266466698143037","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"339-354","source":"Crossref","is-referenced-by-count":13,"title":["CHI-SQUARE-TYPE DISTRIBUTIONS FOR HEAVY-TAILED VARIATES"],"prefix":"10.1017","volume":"14","author":[{"given":"Stefan","family":"Mittnik","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Svetlozar T.","family":"Rachev","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Jeong-Ryeol","family":"Kim","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[1998,6,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466698143037","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,8]],"date-time":"2019-04-08T19:47:06Z","timestamp":1554752826000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466698143037\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,6]]},"references-count":0,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1998,6]]}},"alternative-id":["S0266466698143037"],"URL":"https:\/\/doi.org\/10.1017\/s0266466698143037","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,6]]}}}