Minimal conditions in p-stable limit theorems -- II
A p-stable limit theorem holds for partial sums Sn of a stationary sequence, if Sn/Bn --> g[mu] for some 1/p-regularly varying sequence and some non-denegerate strictly p-stable law [mu]. The case 0
Volume (Year): 68 (1997)
Issue (Month): 1 (May)
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Jakubowski, Adam, 1993. "Minimal conditions in p-stable limit theorems," Stochastic Processes and their Applications, Elsevier, vol. 44(2), pages 291-327, February.
- Denker, Manfred & Jakubowski, Adam, 1989. "Stable limit distributions for strongly mixing sequences," Statistics & Probability Letters, Elsevier, vol. 8(5), pages 477-483, October.
- Kobus, M., 1995. "Generalized Poisson Distributions as Limits of Sums for Arrays of Dependent Random Vectors," Journal of Multivariate Analysis, Elsevier, vol. 52(2), pages 199-244, February.
- Jakubowski, Adam, 1994. "On multidimensional domains of attraction for stationary sequences," Statistics & Probability Letters, Elsevier, vol. 19(4), pages 321-326, March.
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