Stable limits for partial sums of dependent random variables

Cited in

(35)

Stable limits for Markov chains via the principle of conditioning
Generating schemes for long memory processes: regimes, aggregation and linearity
A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence
Stable limit distributions for strongly mixing sequences
Limit theorems for branching processes with immigration in a random environment
On the local limit theorems for lower psi-mixing Markov chains
A functional limit theorem for dependent sequences with infinite variance stable limits
Limit theorems for stable processes with application to spectral density estimation
Maximum likelihood estimators in regression models with infinite variance innovations
Estimation of and inference about the expected shortfall for time series with infinite variance
On the invariance principle for stationary \(\phi\) -mixing triangular arrays with infinitely divisible limits
A multivariate functional limit theorem in weak \(M_1\) topology
Convergence to Lévy stable processes under some weak dependence conditions
Joint functional convergence of partial sums and maxima for moving averages with weakly dependent heavy-tailed innovations and random coefficients
On the dissipation of partial sums from a stationary strongly mixing sequence
Continued fractions, the Chen–Stein method and extreme value theory
Statistical properties for nonhyperbolic maps with finite range structure
More limit theory for the sample correlation function of moving averages
Estimation of the autoregression parameter with infinite dispersion of noise
Stable limits for sums of dependent infinite variance random variables
Limit theorems for long-memory stochastic volatility models with infinite variance: partial sums and sample covariances
Convergence of point processes with weakly dependent points
TESTING FOR LINEAR DEPENDENCE IN HEAVY-TAILED DATA
Limit theory for some positive stationary processes with infinite mean
\(\alpha\)-stable limit theorems for sums of dependent random vectors
Minimal conditions in p-stable limit theorems. II
STABLE LIMITS FOR PROBABILITY PRESERVING MAPS WITH INDIFFERENT FIXED POINTS
Nonstandard limit theorem for infinite variance functionals
A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations
A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations
Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling
Limiting distribution of sums of nonnegative stationary random variables
Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
Marcinkiewicz laws with infinite moments
Tails of polynomials of random variables and stable limits for nonconventional sums

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