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

DOI10.1214/09-BJPS026MaRDI QIDQ985983zbMATH OpenFDO

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)

zbMATH Keywords

stable lawsmixing sequencesMallows distance

Mathematics Subject Classification ID

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

Recommendations

• Central limit theorem and convergence to stable laws in Mallows distance
• Conditions for equivalence between Mallows distance and convergence to stable laws
• Convergence rates of the strong law for stationary mixing sequences
• scientific article; zbMATH DE number 700619
• scientific article; zbMATH DE number 3988363
• A note on the Lindeberg condition for convergence to stable laws in Mallows distance
• О сходимости распределений случайных сумм независимых случайных величин к устойчивым законам
• О сходимости распределений случайных сумм независимых случайных величин к устойчивым законам
• scientific article; zbMATH DE number 991636

Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 3538576 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• A Note on Asymptotic Joint Normality
• A note on the Lindeberg condition for 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
• Central limit theorem and convergence to stable laws in Mallows distance
• Moment inequalities for mixing sequences of random variables
• Some asymptotic theory for the bootstrap

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

This page was built for publication: Convergence to stable laws in Mallows distance for mixing sequences of random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q985983)