Minimal conditions in p-stable limit theorems -- II

Adam Jakubowski

Stochastic Processes and their Applications, 1997, vol. 68, issue 1, 1-20

Abstract: A p-stable limit theorem holds for partial sums Sn of a stationary sequence, if Sn/Bn --> g[mu] for some 1/p-regularly varying sequence and some non-denegerate strictly p-stable law [mu]. The case 0

Keywords: Stable; distributions; Regular; variation; Stable; limit; theorems; Large; deviations; Stationary; sequences; [psi]-mixing; [phi]-mixing; m-dependence; Association (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (3)

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