Stable limit distributions for strongly mixing sequences

DOI10.1016/0167-7152(89)90030-8zbMath0694.60017OpenAlexW2060198942MaRDI QIDQ909333

Manfred Denker, Adam Jakubowski

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90030-8

zbMATH Keywords

theoremsrates of convergence to stable limitsstationary strong mixing sequencestrictly stable limit distribution

Mathematics Subject Classification ID

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

Related Items (18)

Estimation problems for distributions with heavy tails ⋮ On the dissipation of partial sums from a stationary strongly mixing sequence ⋮ STABLE LIMITS FOR PROBABILITY PRESERVING MAPS WITH INDIFFERENT FIXED POINTS ⋮ Minimal conditions in \(p\)-stable limit theorems. II ⋮ Characterization of weak convergence of Birkhoff sums for Gibbs-Markov maps ⋮ Marcinkiewicz laws with infinite moments ⋮ Stable limits for Markov chains via the principle of conditioning ⋮ Tails of polynomials of random variables and stable limits for nonconventional sums ⋮ A functional limit theorem for dependent sequences with infinite variance stable limits ⋮ Minimal conditions in \(p\)-stable limit theorems ⋮ On the local limit theorems for lower psi-mixing Markov chains ⋮ A LOCAL LIMIT THEOREM FOR CONTINUED FRACTIONS ⋮ Relative stability for strictly stationary sequences ⋮ Stable limits for sums of dependent infinite variance random variables ⋮ Convergence of point processes with weakly dependent points ⋮ Global limit theorems on the convergence of multidimensional random walks to stable processes ⋮ A multivariate functional limit theorem in weak \(M_1\) topology ⋮ On multidimensional domains of attraction for stationary sequences

Cites Work

• Convergence of sums of mixing triangular arrays of random vectors with stationary rows
• Random f-expansions
• Invariance principles for mixing sequences of random variables
• Stable limits for partial sums of dependent random variables
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