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arXiv · 1910.12255

Stable limits for associated regularly varying sequences

Adam Jakubowski
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Abstract

For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a stable, non-Gaussian limit. The obtained limit theorem admits a natural extension to the functional convergence in Skorokhod's $M_1$ topology.

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Adam Jakubowski. 2019-10-27. Stable limits for associated regularly varying sequences. https://arxiv.org/abs/1910.12255

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