A note on the normalizing sequences for sums of linear processes in the case of negative memory
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Publication:683359
DOI10.1007/S10986-017-9372-1zbMATH Open1387.60044OpenAlexW2754750185MaRDI QIDQ683359FDOQ683359
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
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Cites Work
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- A functional limit theorem for dependent sequences with infinite variance stable limits
- Limit theorems for sums of linearly generated random variables
- Functional convergence of linear processes with heavy-tailed innovations
- 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
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