A note on the normalizing sequences for sums of linear processes in the case of negative memory
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/article/10.1007/s10986-017-9372-1/fulltext.html
Reference14 articles.
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3. K. Bartkiewicz, A. Jakubowski, T. Mikosch, and O. Wintenberger, Stable limits for sums of dependent infinite variance random variables, Probab. Theory Relat. Fields, 150:337–372, 2011.
4. B. Basrak, D. Krizmanić, and J. Segers, A functional limit theorem for dependent sequences with infinite variance stable limits, Ann. Probab., 40:2008–2033, 2012.
5. N.H. Bingham, C.M. Goldie, and J.L. Teugels, Regular Variation, Encycl. Math. Appl., Vol. 27, Cambridge Univ. Press, Cambridge, 1987.
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