Weighted sums of I.I.D. Random variables attracted to integrals of stable processes-Reference-Cited by-同舟云学术

Weighted sums of I.I.D. Random variables attracted to integrals of stable processes

Published:1988-03 Issue:1 Volume:78 Page:75-96
ISSN:0178-8051
Container-title:Probability Theory and Related Fields
language:en
Short-container-title:Probab. Th. Rel. Fields

Author:

Kasahara Yuji,Maejima Makoto

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Link

https://link.springer.com/content/pdf/10.1007/BF00718037.pdf

Reference17 articles.

1. Astrauskas, A.: Limit theorems for linearly generated random variables. Lith. Mat. J.23, 127–134 (1983)

2. Avram, F., Taqqu, M.S.: Weak convergence of moving averages with infinite variance. In: Eberlein, E., Taqqu, M.S. (eds.). Dependence in probability and statistics, pp. 399–415. Boston: Birkhäuser 1986

3. Billingsley, P.: Convergence of probability measures. New York: Wiley 1968

4. Davis, R., Resnick, S.: Limit theory for moving averages of random variables with regularly varying tail distributions. Ann. Probab.13, 179–195 (1985)

5. Davydov, Yu.A.: The invariance principle for stationary processes. Theory Probab. Appl.15, 487–498 (1970)

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