Stable limit distributions for strongly mixing sequences

Manfred Denker and Adam Jakubowski

Statistics & Probability Letters, 1989, vol. 8, issue 5, 477-483

Abstract: A necessary and sufficient condition for the weak convergence of partial sums of strongly mixing random sequences towards p-stable distributions is established and applied to recent work of Davis (1983) and Jakubowski and Kobus (1987).

Keywords: mixing; stationary; processes; weak; convergence; stable; distribution (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (5)

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