Limit theorems for linear random fields with innovations in the domain of attraction of a stable law

Magda Peligrad, Hailin Sang, Yimin Xiao and Guangyu Yang

Stochastic Processes and their Applications, 2022, vol. 150, issue C, 596-621

Abstract: In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law with index 0<α≤2 under the condition that the innovations are centered if 1<α≤2 and are symmetric if α=1. We establish these two types of limit theorems as long as the linear random fields are well-defined, the coefficients are either absolutely summable or not absolutely summable.

Keywords: Domain of attraction of a stable law; Linear random fields; Local limit theorem; Weak convergence (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2022.05.003

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