A Lindeberg–Feller theorem for stable laws

Clément Dombry and Paul Jung

Statistics & Probability Letters, 2014, vol. 84, issue C, 198-203

Abstract: We prove a stable version of the Lindeberg–Feller theorem and apply this result to an approximation of stable processes that are represented by stochastic integrals.

Keywords: Stable limit theorem; Stable process; Lindeberg–Feller theorem (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2013.10.009

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