Regular variation and the functional central limit theorem for heavy tailed random vectors

DOI10.2298/PIM0271055MzbMath1029.60019MaRDI QIDQ4435069

Steven J. Sepanski, Mark M. Meeschaert

Publication date: 26 November 2003

Published in: Publications de l'Institut Mathematique (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/123184

zbMATH Keywords

partial sum processinvariance principlemartingaleoperator normalizationgeneralized domain of attractionDonsker's theorem

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Functional limit theorems; invariance principles (60F17)

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