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Relative Stability for Strictly Stationary Sequences

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  • Szewczak, Zbigniew S.

Abstract

For a nonnegative strictly stationary random sequence satisfying the "minimal" dependence condition necessary and sufficient conditions for the relative stability are found. As an application the well-known Khinchine stability result for i.i.d. random variables is proved for uniformly strong mixing sequences.

Suggested Citation

  • Szewczak, Zbigniew S., 2001. "Relative Stability for Strictly Stationary Sequences," Journal of Multivariate Analysis, Elsevier, vol. 78(2), pages 235-251, August.
    • Handle: RePEc:eee:jmvana:v:78:y:2001:i:2:p:235-251
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    References listed on IDEAS

    as
    1. Jakubowski, Adam, 1993. "Minimal conditions in p-stable limit theorems," Stochastic Processes and their Applications, Elsevier, vol. 44(2), pages 291-327, February.
    2. Denker, Manfred & Jakubowski, Adam, 1989. "Stable limit distributions for strongly mixing sequences," Statistics & Probability Letters, Elsevier, vol. 8(5), pages 477-483, October.
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    Cited by:

    1. Zbigniew S. Szewczak, 2009. "On Limit Theorems for Continued Fractions," Journal of Theoretical Probability, Springer, vol. 22(1), pages 239-255, March.

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