Stable limits for associated regularly varying sequences
| Autor: | Adam Jakubowski |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Normalization (statistics)
Pure mathematics General Mathematics Probability (math.PR) 010102 general mathematics Stationary sequence 01 natural sciences 010104 statistics & probability Number theory 60F05 60F17 60E07 60E15 60G10 Ordinary differential equation FOS: Mathematics Exponent 0101 mathematics Mathematics - Probability Mathematics |
| Zdroj: | Lithuanian Mathematical Journal. 59:535-544 |
| ISSN: | 1573-8825 0363-1672 |
| DOI: | 10.1007/s10986-019-09463-8 |
| Popis: | 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. Dedicated to Professor Vygantas Paulauskas |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full text from SpringerLink