Stable limits for partial sums of dependent random variables

Cited in

(37)

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

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