The central limit theorem for stationary associated sequences
From MaRDI portal
Publication:1397471
DOI10.1023/A:1020802711047zbMath1017.60020MaRDI QIDQ1397471
Sana Louhichi, Philippe Soulier
Publication date: 6 August 2003
Published in: Acta Mathematica Hungarica (Search for Journal in Brave)
characteristic function; central limit theorem; infinite variance; associated sequences; stable limit theorem
60E07: Infinitely divisible distributions; stable distributions
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
Related Items
A bound in the stable ($\alpha $), $1 < \alpha \le 2$, limit theorem for associated random variables with infinite variance, Spectral covariance and limit theorems for random fields with infinite variance, Central limit theorems for moving average processes