A multivariate functional limit theorem in weak \(M_1\) topology (Q2346974): Difference between revisions

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+Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction
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+Stable limits for sums of dependent infinite variance random variables
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+Regular variation of GARCH processes.
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+ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL
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+\(\alpha\)-stable limit theorems for sums of dependent random vectors
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+Convergence of stopped sums of weakly dependent random variables
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+Weak and \(L^p\)-invariance principles for sums of \(B\)-valued random variables
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+Correction to: Weak and \(L^ p\)-invariance principles for sums of b- valued random variables
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+Heavy-Tail Phenomena
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+Convergence to Lévy stable processes under some weak dependence conditions
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+Stochastic-Process Limits
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