Minimal conditions in p-stable limit theorems

Adam Jakubowski

Stochastic Processes and their Applications, 1993, vol. 44, issue 2, 291-327

Abstract: Let be a stationary sequence of random variables with partial sums Sn. Necessary and sufficient conditions are found for weak convergence , where [mu] is strictly p-stable and Bn --> [infinity] is 1/p-regularly varying. Limit theorems involving centering are also discussed.

Date: 1993
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