| Autor: |
Niang, Aladji Babacar, Adekpedjou, Akym, Sangaré, Harouna, Lo, Gane Samb |
| Rok vydání: |
2022 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
The investigation asymptotic limits on associated data mainly focused on limit theorems of summands of associated data and on the related invariance principles. In a series of papers, we are going to set the general frame of the theory by considering an arbitrary infinitely decomposable (divisible) limit law for summands and study the associated functional laws converging to L\'evy processes. The asymptotic frame of Newman (1980) is still used as a main tool. Detailed results are given when $G$ is a Gaussian law (as confirmation of known results) and when $G$ is a Poisson law. In the later case, classical results for independent and identically distributed data are extended to stationary and non-stationary associated data. |
| Databáze: |
arXiv |
| Externí odkaz: |
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