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Convergence of sums of Appell polynomials with infinite variance

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Publication:1881788
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DOI10.1023/A:1022919306824zbMath1048.60023MaRDI QIDQ1881788

Marijus Vaičiulis

Publication date: 15 October 2004

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)


zbMATH Keywords

long-range dependencemoving average processAppell polynomials


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)


Related Items (5)

On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes ⋮ Asymptotic independence of distant partial sums of linear processes ⋮ Stable limits of sums of bounded functions of long memory moving averages with finite variance ⋮ A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares ⋮ On the effect of long-range dependence on extreme value copula estimation with fixed marginals




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