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

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

2009-12-30

arxiv.org/abs/0912.5512v2

Statistics and Probability Letters 80 (2010) 975-981

Mathematics

Probability

8 pages. Main result revised

Scientific paper

10.1016/j.spl.2010.02.011

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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