A Note on Sums of Independent Random Variables with Infinite First Moment

DOI10.1214/AOMS/1177698868MaRDI QIDQ5533888zbMATH OpenOpenAlexFDO

Authors H. D. Miller

Publication date 1967

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177698868

zbMATH Keywords

probability theory

Cited in

(4)

• Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance
• On one-sided boundedness of normed partial sums
• On Quotients of Moving Average Processes with Infinite Mean
• Lower functions for increasing random walks and subordinators

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