[alpha]-Stable limit theorems for sums of dependent random vectors

Adam Jakubowski and Maria Kobus

Journal of Multivariate Analysis, 1989, vol. 29, issue 2, 219-251

Abstract: Several [alpha]-stable limit theorems for sums of dependent random vectors are proved via point processes theory; p-mixing, m-dependence, and the type of mixing treated within the extreme value theory are considered.

Keywords: limit; theorems; for; sums; generalized; Poisson; distribution; [alpha]-stable; distributions; stationary; sequences; mixing; m-dependence; point; processes; extreme; value; theory (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (7)

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