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Convergence to Lévy stable processes under some weak dependence conditions

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  • Tyran-Kaminska, Marta

Abstract

For a strictly stationary sequence of random vectors in we study convergence of partial sum processes to a Lévy stable process in the Skorohod space with J1-topology. We identify necessary and sufficient conditions for such convergence and provide sufficient conditions when the stationary sequence is strongly mixing.

Suggested Citation

  • Tyran-Kaminska, Marta, 2010. "Convergence to Lévy stable processes under some weak dependence conditions," Stochastic Processes and their Applications, Elsevier, vol. 120(9), pages 1629-1650, August.
    • Handle: RePEc:eee:spapps:v:120:y:2010:i:9:p:1629-1650
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    References listed on IDEAS

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