Relative stability in strictly stationary random sequences

DOI10.1016/j.spa.2012.04.005zbMath1245.60034MaRDI QIDQ436291

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

uniform integrability; central limit theorem; relative stability; weak dependence; strong mixing condition; ARCH processes

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

Related Items

Convergence of moments for strictly stationary sequences, Comparing the marginal densities of two strictly stationary linear processes, A general correlation inequality and the almost sure local limit theorem for random sequences in the domain of attraction of a stable law, On the martingale central limit theorem for strictly stationary sequences

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