Relative stability in strictly stationary random sequences
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Publication:436291
DOI10.1016/J.SPA.2012.04.005zbMATH Open1245.60034OpenAlexW1991200006WikidataQ131316954 ScholiaQ131316954MaRDI QIDQ436291FDOQ436291
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
central limit theoremweak dependenceuniform integrabilitystrong mixing conditionARCH processesrelative stability
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Cited In (7)
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- Stationarity of independent sequences
- On the martingale central limit theorem for strictly stationary sequences
- Comparing the marginal densities of two strictly stationary linear processes
- Classical and almost sure local limit theorems
- 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
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