Point process and partial sum convergence for weakly dependent random variables with infinite variance

DOI10.1214/aop/1176988294zbMath0837.60017OpenAlexW2086061993MaRDI QIDQ1897166

Tailen Hsing, Richard A. Davis

Publication date: 20 May 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988294

zbMATH Keywords

weak convergencelarge deviationspoint processesstrictly stationary sequencedomain of attraction of a stable lawasymptotic behavior of the extreme order statistics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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