Conditional convergence to infinitely divisible distributions with finite variance

DOI10.1016/J.SPA.2004.12.006zbMATH Open1070.60033OpenAlexW2051582227MaRDI QIDQ2485849FDOQ2485849

Authors: Jérôme Dedecker, Sana Louhichi 

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.12.006

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zbMATH Keywords

Stable convergenceMixing processesTriangular arraysLévy processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25)

Cites Work

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Cited In (7)

• Change point estimation by local linear smoothing under a weak dependence condition
• Conditional limit theorems for exponential families and finite versions of de Finetti's theorem
• Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences
• Title not available (Why is that?)
• Convergence of point processes with weakly dependent points
• Weak convergence of martingales with random indices to infinitely divisible laws
• Title not available (Why is that?)

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