Relative stability in strictly stationary random sequences

DOI10.1016/j.spa.2012.04.005zbMath1245.60034OpenAlexW1991200006MaRDI QIDQ436291

Zbigniew S. Szewczak

Publication date: 20 July 2012

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

Full work available at URL: https://doi.org/10.1016/j.spa.2012.04.005

zbMATH Keywords

uniform integrabilitycentral limit theoremrelative stabilityweak dependencestrong mixing conditionARCH processes

Mathematics Subject Classification ID

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

Related Items (5)

On the martingale central limit theorem for strictly stationary sequences ⋮ Convergence of moments for strictly stationary sequences ⋮ Classical and almost sure local limit theorems ⋮ A general correlation inequality and the almost sure local limit theorem for random sequences in the domain of attraction of a stable law ⋮ Comparing the marginal densities of two strictly stationary linear processes

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