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

DOI10.1016/S0304-4149(97)00014-8zbMath0890.60024MaRDI QIDQ1382546

Adam Jakubowski

Publication date: 29 March 1998

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

zbMATH Keywords

large deviationsmixingstable distributions\(m\)-dependence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Large deviations (60F10)

Related Items (13)

Spectral covariance and limit theorems for random fields with infinite variance ⋮ Some remarks on definitions of memory for stationary random processes and fields ⋮ A large deviations approach to limit theory for heavy-tailed time series ⋮ Large deviations for solutions to stochastic recurrence equations under Kesten's condition ⋮ Precise large deviations for dependent regularly varying sequences ⋮ A Fourier analysis of extreme events ⋮ A note on the normalizing sequences for sums of linear processes in the case of negative memory ⋮ The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains ⋮ A functional limit theorem for dependent sequences with infinite variance stable limits ⋮ Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences ⋮ Unnamed Item ⋮ Stable limits for sums of dependent infinite variance random variables ⋮ Convergence of point processes with weakly dependent points

Cites Work

• Stable limit distributions for strongly mixing sequences
• Invariance principles for mixing sequences of random variables
• Minimal conditions in \(p\)-stable limit theorems
• \(\alpha\)-stable limit theorems for sums of dependent random vectors
• Stable limits for associated random variables
• On multidimensional domains of attraction for stationary sequences
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
• Generalized Poisson distributions as limits of sums for arrays of dependent random vectors
• Stable limits for partial sums of dependent random variables
• Point process and partial sum convergence for weakly dependent random variables with infinite variance
• Some Limit Theorems for Stationary Processes
• Unnamed Item
• Unnamed Item

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