Conditional convergence to infinitely divisible distributions with finite variance

DOI10.1016/J.SPA.2004.12.006zbMath1070.60033OpenAlexW2051582227MaRDI QIDQ2485849

Sana Louhichi, Jérôme Dedecker

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.12.006

zbMATH Keywords

Lévy processesStable convergenceMixing processesTriangular arrays

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25)

Related Items (3)

Change point estimation by local linear smoothing under a weak dependence condition ⋮ Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences ⋮ Convergence of point processes with weakly dependent points

Cites Work

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• Martingale Convergence to Infinitely Divisible Laws with Finite Variances

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