On multidimensional domains of attraction for stationary sequences

DOI10.1016/0167-7152(94)90184-8zbMath0803.60015OpenAlexW1982301620MaRDI QIDQ1324554

Adam Jakubowski

Publication date: 3 January 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90184-8

zbMATH Keywords

marginals\(m\)-dependencestrictly stationary sequencedomain of attraction of a stable lawone-dependent sequences

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Related Items (4)

Minimal conditions in \(p\)-stable limit theorems. II ⋮ A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence ⋮ Stable limits for sums of dependent infinite variance random variables ⋮ Almost sure local limit theorems

Cites Work

• Stable limit distributions for strongly mixing sequences
• Random f-expansions
• \(\alpha\)-stable limit theorems for sums of dependent random vectors
• A method for the derivation of limit theorems for sums of m-dependent random variables
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