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

DOI10.1007/s10986-017-9372-1zbMath1387.60044OpenAlexW2754750185MaRDI QIDQ683359

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)

Related Items (1)

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

Cites Work

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• Functional convergence of linear processes with heavy-tailed innovations
• Some remarks on definitions of memory for stationary random processes and fields
• A functional limit theorem for dependent sequences with infinite variance stable limits
• Stable limits for sums of dependent infinite variance random variables
• Limit theorems for sums of linearly generated random variables
• Limit theory for moving averages of random variables with regularly varying tail probabilities
• Time series: theory and methods
• Minimal conditions in \(p\)-stable limit theorems
• Minimal conditions in \(p\)-stable limit theorems. II

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