Functional limit theorems for linear processes in the domain of attraction of stable laws

Marta Tyran-Kaminska

Statistics & Probability Letters, 2010, vol. 80, issue 11-12, 975-981

Abstract: We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable laws.

Keywords: Levy; stable; processes; Functional; limit; theorem; Skorohod; topologies; [rho]-mixing (search for similar items in EconPapers)
Date: 2010
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