A characterization of m-dependent stationary infinitely divisible sequences with applications to weak convergence

DOI10.1214/AOP/1048516538zbMATH Open1058.60012OpenAlexW2083897378MaRDI QIDQ1394530FDOQ1394530

Christian Houdré, D. Harrelson

Publication date: 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1048516538

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zbMATH Keywords

weak convergenceinfinitely divisible distributions\(m\)-dependent sequencesstrict stationaryLévy measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cited In (1)

• Statistical estimation of quadratic Rényi entropy for a stationarym-dependent sequence

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