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On multidimensional domains of attraction for stationary sequences

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  • Jakubowski, Adam

Abstract

The following question is examined: Suppose 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? A negative is given within the class of one-dependent sequences.

Suggested Citation

  • Jakubowski, Adam, 1994. "On multidimensional domains of attraction for stationary sequences," Statistics & Probability Letters, Elsevier, vol. 19(4), pages 321-326, March.
    • Handle: RePEc:eee:stapro:v:19:y:1994:i:4:p:321-326
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    Cited by:

    1. Jakubowski, Adam, 1997. "Minimal conditions in p-stable limit theorems -- II," Stochastic Processes and their Applications, Elsevier, vol. 68(1), pages 1-20, May.

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