Publication:4450683

zbMath1045.62092MaRDI QIDQ4450683

Wei-Biao Wu

Publication date: 15 February 2004

zbMATH Keywords

linear process; Markov chain; stable distribution; central limit thorem

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60F05: Central limit and other weak theorems

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)

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