Weak Convergence of Moving Averages with Infinite Variance-Reference-Cited by-同舟云学术

Weak Convergence of Moving Averages with Infinite Variance

Published:1986 Issue: Volume: Page:399-415
ISSN:
Container-title:Dependence in Probability and Statistics
language:
Short-container-title:

Author:

Avram Florin,Taqqu Murad S.

Publisher

Birkhäuser Boston

Link

http://link.springer.com/content/pdf/10.1007/978-1-4615-8162-8_18

Reference13 articles.

1. Astrauskas, A. (1983). Limit theorems for sums of linearly generated random variables. Lithuanian Mat. Journal 23 (2), 127–134.

2. Avram, F. and Taqqu, M.S. (1984). Symmetric polynomials of random variables attracted to an infinitely divisible law. School of Operations Research and Industrial Engineering Technical Report No. 622, Cornell University, Ithaca. To appear in Z. Wahrscheinlichkeitstheorie verw. Geb.

3. Billingsley, P. (1968). Convergence of Probability Measures. Wiley: New York.

4. Chatterji, S.D. (1969). An LP-convergence theorem. Ann. Math. Stat. 40, 1068–1070.

5. Davis, R. and Resnick, S. (1985). Limit theory for moving averages with regularly varying tail probabilities. Ann. Prob. 13, 179–195.

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