Noncentral Limit Theorems for Bounded Functions of Linear Processes without Finite Mean

Toshio Honda and 敏雄 本田

No 2006-22, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: linear process; martingale; stable law; αβ-stable L?vy motion; kernel density estimator (search for similar items in EconPapers)
Pages: 25 pages
Date: 2007-08
Note: March 2007; Revised August 2007
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