Limit theorems for functionals of long memory linear processes with infinite variance
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference18 articles.
1. Characteristic functions of random variables attracted to 1-stable laws;Aaronson;Ann. Probab.,1998
2. Limit theorems for sums of linearly generated random variables;Astrauskas;Lith. Math. J.,1983
3. Inequalities for the rth absolute moment of the sum of random variables, 1≤r≤2;Bahr;Ann. Math. Stat.,1965
4. Functional convergence of linear processes with heavy-tailed innovations;Balan;J. Theor. Probab.,2016
5. Convergence of Probability Measures;Billingsley,1999
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