Convergence to stable laws in Mallows distance for mixing sequences of random variables

DOI10.1214/09-BJPS026zbMATH Open1197.60022MaRDI QIDQ985983FDOQ985983

Authors: Euro G. Barbosa, Chang C. Y. Dorea 

Publication date: 9 August 2010

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

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zbMATH Keywords

stable lawsmixing sequencesMallows distance

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Cites Work

• Title not available (Why is that?)
• Some asymptotic theory for the bootstrap
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Note on Asymptotic Joint Normality
• Moment inequalities for mixing sequences of random variables
• A note on the Lindeberg condition for convergence to stable laws in Mallows distance
• Central limit theorem and convergence to stable laws in Mallows distance
• Bounds on the Expectation of Functions of Martingales and Sums of Positive RV's in Terms of Norms of Sums of Independent Random Variables

Cited In (8)

• Convergence to Fréchet distribution via Mallows distance
• Mallows distance convergence for extremes: regeneration approach
• A note on the Lindeberg condition for convergence to stable laws in Mallows distance
• Central limit theorem and convergence to stable laws in Mallows distance
• Mallows Distance in VARFIMA(0,d, 0) Processes
• The Donsker's theorem for Lévy stable motions via Mallows distance
• Conditions for equivalence between Mallows distance and convergence to stable laws
• Acknowledgement of priority: ``Central limit theorem and convergence to stable laws in Mallows distance

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