Relative stability in strictly stationary random sequences

DOI10.1016/J.SPA.2012.04.005MaRDI QIDQ436291zbMATH OpenOpenAlexWikidataFDO

Authors Zbigniew S. Szewczak

Publication date 20 July 2012

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

Full work available at URL https://doi.org/10.1016/j.spa.2012.04.005

zbMATH Keywords

central limit theoremweak dependenceuniform integrabilitystrong mixing conditionARCH processesrelative stability

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cited in

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• scientific article; zbMATH DE number 3909434 (Why is no real title available?)
• Comparing the marginal densities of two strictly stationary linear processes
• On the martingale central limit theorem for strictly stationary sequences
• Stationarity of independent sequences
• Convergence of moments for strictly stationary sequences
• A general correlation inequality and the almost sure local limit theorem for random sequences in the domain of attraction of a stable law
• Classical and almost sure local limit theorems

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