-stable limit theorems for sums of dependent random vectors
From MaRDI portal
(Redirected from Publication:1263159)
\(\alpha\)-stable limit theorems for sums of dependent random vectors
\(\alpha\)-stable limit theorems for sums of dependent random vectors
Several \(\alpha\)-stable limit theorems for sums of dependent random vectors are proved via point processes theory; \(\rho\)-mixing, m- dependence and the type of mixing treated within the extreme value theory are considered.
Recommendations
- Large deviation probabilities for sums of heavy-tailed dependent random vectors
- On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable
- Strong limit theorems for \((\alpha,\beta)\)-mixing random variable sequences
- scientific article; zbMATH DE number 3894165
- Generalized Poisson distributions as limits of sums for arrays of dependent random vectors
Cites work
- A central limit theorem for m-dependent random variables
- A Note on the Central Limit Theorems for Dependent Random Variables
- Convergence of sums of mixing triangular arrays of random vectors with stationary rows
- Domains of attraction and regular variation in \({\mathbb{R}}^ d\)
- Extreme values for stationary and Markov sequences
- Extreme values of non-stationary random sequences
- Extremes and related properties of random sequences and processes
- Functional limit theorems for dependent variables
- scientific article; zbMATH DE number 3716479 (Why is no real title available?)
- scientific article; zbMATH DE number 3521298 (Why is no real title available?)
- scientific article; zbMATH DE number 3538604 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3108841 (Why is no real title available?)
- Invariance principles for mixing sequences of random variables
- Limit laws for upper and lower extremes from stationary mixing sequences
- Limit theory for moving averages of random variables with regularly varying tail probabilities
- On extreme values in stationary sequences
- Point processes, regular variation and weak convergence
- Regular variation and domains of attraction in \({\mathbb{R}}^ k\)
- Regularly varying functions
- Stable limits for partial sums of dependent random variables
- The central limit theorem for dependent random variables
- The Poisson approximation for dependent events
- Weak convergence results for extremal processes generated by dependent random variables
Cited in
(25)- Convergence of point processes with weakly dependent points
- Relative extremal index of two stationary processes
- Minimal conditions in \(p\)-stable limit theorems
- On multidimensional domains of attraction for stationary sequences
- Generalized Poisson distributions as limits of sums for arrays of dependent random vectors
- Minimal conditions in p-stable limit theorems. II
- A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence
- Maximum likelihood estimators in regression models with infinite variance innovations
- Marcinkiewicz laws with infinite moments
- Stable limits for Markov chains via the principle of conditioning
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
- A multivariate functional limit theorem in weak \(M_1\) topology
- Spectral covariance and limit theorems for random fields with infinite variance
- Some remarks on definitions of memory for stationary random processes and fields
- A large deviations approach to limit theory for heavy-tailed time series
- Large deviation probabilities for sums of heavy-tailed dependent random vectors
- On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable
- Stable Combination Tests
- On joint weak convergence of partial sum and maxima processes
- Asymptotic winding of the geodesic flow on modular surfaces and continuous fractions
- Sums of weakly dependent random variables
- A functional limit theorem for self-normalized partial sum processes in the M₁ topology
- A functional limit theorem for dependent sequences with infinite variance stable limits
- Stable limits for sums of dependent infinite variance random variables
- Convergence to Lévy stable processes under some weak dependence conditions
This page was built for publication: \(\alpha\)-stable limit theorems for sums of dependent random vectors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1263159)
