Asymptotic Independence of Distant Partial Sums of Linear Processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10986-006-0003-5.pdf
Reference21 articles.
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3. P. Billingsley, Convergence of Probability Measures, Wiley, New York (1968).
4. F. Avram and M. S. Taqqu, Noncentral limit theorems and Appell polynomials, Ann. Probab., 15, 767–775 (1987).
5. F. Avram and M. S. Taqqu, Weak convergence of sums of moving averages in the α-stable domain of attraction, Ann. Probab., 20, 483–503 (1992).
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