A limit theorem for moving averages in theα-stable domain of attraction
Author:
Funder
Croatian government
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference7 articles.
1. Limit theorems for sums of linearly generated random variables;Astrauskas;Lith. Math. J.,1983
2. Weak convergence of sums of moving averages in the α–stable domain of attraction;Avram;Ann. Probab.,1992
3. A functional limit theorem for partial sums of dependent random variables with infinite variance;Basrak;Ann. Probab.,2012
4. Limit theorems for moving averages with regularly varying tail probabilities;Davis;Ann. Probab.,1985
5. Heavy-Tail Phenomena: Probabilistic and Statistical Modeling;Resnick,2007
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