Limiting behavior of weighted sums with stable distributions

Chen Pingyan

Statistics & Probability Letters, 2002, vol. 60, issue 4, 367-375

Abstract: We present an integral test to determine the limiting behavior of weighted sums of independent, symmetric random variables with stable distributions, and deduce Chover-type laws of the iterated logarithm for them.

Keywords: Stable; distribution; Laws; of; the; iterated; logarithm; Weighted; sum; Integral; test (search for similar items in EconPapers)
Date: 2002
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