On multidimensional domains of attraction for stationary sequences

Adam Jakubowski

Statistics & Probability Letters, 1994, vol. 19, issue 4, 321-326

Abstract: The following question is examined: Suppose one-dimensional marginals of a strictly stationary sequence belong to the domain of attraction of a stable law. Do all finite-dimensional marginals possess this property as well? A negative is given within the class of one-dependent sequences.

Keywords: Domain; of; attraction; stable; laws; m-dependence (search for similar items in EconPapers)
Date: 1994
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