On multidimensional domains of attraction for stationary sequences
type: Item
instance of: scholarly article
title: On multidimensional domains of attraction for stationary sequences
zbMATH Open document ID: 0803.60015
DOI: 10.1016/0167-7152(94)90184-8
author: Adam Jakubowski
published in: Statistics \& Probability Letters
publication date: 1995-01-03T00:00:00Z
review text: The author investigates the following problem: Suppose that one- dimensional marginals of a strictly stationary sequence belong to the domain of attraction of a stable law. Do all finite-dimensional marginals possess this property as well? The answer to this question is negative within the class of one-dependent sequences.
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 571641
zbMATH Keywords: \(m\)-dependence
zbMATH Keywords: marginals
zbMATH Keywords: strictly stationary sequence
zbMATH Keywords: domain of attraction of a stable law
zbMATH Keywords: one-dependent sequences
reviewed by: N. G. Gamkrelidze
MaRDI profile type: Publication
full work available at URL: 0167-7152(94)90184-8
OpenAlex ID: W1982301620
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description: scientific article; zbMATH DE number 571641