On multidimensional domains of attraction for stationary sequences (Q1324554)
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scientific article; zbMATH DE number 571641
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| English | On multidimensional domains of attraction for stationary sequences |
scientific article; zbMATH DE number 571641 |
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On multidimensional domains of attraction for stationary sequences (English)
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3 January 1995
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The author investigates the following problem: Suppose that one- dimensional marginals of a strictly stationary sequence belong to the domain of attraction of a stable law. Do all finite-dimensional marginals possess this property as well? The answer to this question is negative within the class of one-dependent sequences.
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\(m\)-dependence
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marginals
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strictly stationary sequence
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domain of attraction of a stable law
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one-dependent sequences
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0.7814873456954956
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0.7736319899559021
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0.7618482112884521
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