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arXiv · 0912.5512

Functional limit theorems for linear processes in the domain of attraction of stable laws

Marta Tyran-Kaminska
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Abstract

We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable laws.

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Marta Tyran-Kaminska. 2010-05-19. Functional limit theorems for linear processes in the domain of attraction of stable laws. https://doi.org/10.1016/j.spl.2010.02.011

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