A note on the normalizing sequences for sums of linear processes in the case of negative memory

DOI10.1007/S10986-017-9372-1MaRDI QIDQ683359zbMATH OpenOpenAlexFDO

Authors Julius Damarackas

Publication date 6 February 2018

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-017-9372-1

zbMATH Keywords

limit theoremlinear processesdomain of attraction of stable lawnegative memory

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Stable stochastic processes (60G52)

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Cites work

• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• A functional limit theorem for dependent sequences with infinite variance stable limits
• Functional convergence of linear processes with heavy-tailed innovations
• Large sample inference for long memory processes
• Limit theorems for sums of linearly generated random variables
• Limit theory for moving averages of random variables with regularly varying tail probabilities
• Minimal conditions in \(p\)-stable limit theorems
• Minimal conditions in p-stable limit theorems. II
• Some remarks on definitions of memory for stationary random processes and fields
• Stable limits for sums of dependent infinite variance random variables
• Time series: theory and methods

Cited in

(1)

• Limit theorems for linear random fields with tapered innovations. II: The stable case

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