Convergence to Lévy stable processes under some weak dependence conditions

Author:

Tyran-Kamińska Marta

Funder

Polish MNiSW

EPSCR grant

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference51 articles.

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4. K. Bartkiewicz, A. Jakubowski, T. Mikosch, O. Wintenberger, Infinite variance stable limits for sums of dependent random variables, URL: http://arxiv.org/abs/0906.2717.

5. B. Basrak, D. Krizmanic, J. Segers, A functional limit theorem for partial sums of dependent random variables with infinite variance, URL: http://arxiv.org/abs/1001.1345.

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