Minimal conditions in \(p\)-stable limit theorems

From MaRDI portal
Publication:1208946

DOI10.1016/0304-4149(93)90029-4zbMath0771.60015OpenAlexW4213050209MaRDI QIDQ1208946

Adam Jakubowski

Publication date: 16 May 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90029-4




Related Items (25)

Necessary and sufficient conditions for the conditional central limit theoremA new weak dependence condition and applications to moment inequalitiesSpectral covariance and limit theorems for random fields with infinite varianceOn the martingale central limit theorem for strictly stationary sequencesSome remarks on definitions of memory for stationary random processes and fieldsA large deviations approach to limit theory for heavy-tailed time seriesConvergence of moments for strictly stationary sequencesLarge deviations for solutions to stochastic recurrence equations under Kesten's conditionPrecise large deviations for dependent regularly varying sequencesMinimal conditions in \(p\)-stable limit theorems. IICharacterization of weak convergence of Birkhoff sums for Gibbs-Markov mapsInference and forecasting for continuous-time integer-valued trawl processesMarcinkiewicz laws with infinite momentsRelative stability in strictly stationary random sequencesA Fourier analysis of extreme eventsA note on the normalizing sequences for sums of linear processes in the case of negative memoryThe cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chainsA functional limit theorem for dependent sequences with infinite variance stable limitsAnother approach to Brownian motionConvergence to infinitely divisible distributions with finite variance for some weakly dependent sequencesRelative stability for strictly stationary sequencesUnnamed ItemStable limits for sums of dependent infinite variance random variablesOn limit theorems for continued fractionsConvergence of point processes with weakly dependent points



Cites Work


This page was built for publication: Minimal conditions in \(p\)-stable limit theorems