Limit theorems for linear random fields with innovations in the domain of attraction of a stable law

Autor:	Magda Peligrad, Hailin Sang, Yimin Xiao, Guangyu Yang
Rok vydání:	2022
Předmět:	Statistics and Probability Applied Mathematics Modeling and Simulation Probability (math.PR) FOS: Mathematics Primary 60G60 60G52 Secondary 60F05 62M40 Mathematics - Probability
Zdroj:	Stochastic Processes and their Applications. 150:596-621
ISSN:	0304-4149
Popis:	In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law with index $0 Comment: 23 pages, accepted by Stochastic Processes and their Applications
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c8def9960dd262d13c8543322136dfb7 https://doi.org/10.1016/j.spa.2022.05.003 Zobrazit plný text záznamu Full Text from ScienceDirect