Selection from a stable box

DOI10.3150/07-BEJ6014zbMath1157.60310arXiv0803.0868OpenAlexW3101416154MaRDI QIDQ1002578

Alexander Aue, Lajos Horváth, István Berkes

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.0868

zbMATH Keywords

order statisticsfunctional limit theoremsCUSUMstable distributionspermutation principle

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

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ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS ⋮ On weak invariance principles for partial sums ⋮ A quasi-Bayesian change point detection with exchangeable weights ⋮ Trimmed stable AR(1) processes ⋮ Asymptotics of trimmed CUSUM statistics ⋮ UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS ⋮ A functional limit theorem for dependent sequences with infinite variance stable limits ⋮ Non-central limit theorems for random selections

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