Stable limits for sums of dependent infinite variance random variables
Date
2011Link to item file
https://arxiv.org/abs/0906.2717v4Dewey
Probabilités et mathématiques appliquéesSujet
Stationary sequence; Stable limit distribution; Weak convergence; Mixing; Weak dependence; Characteristic function; Regular variation; GARCH; Stochastic volatility model; ARMA processJournal issue
Probability Theory and Related FieldsVolume
150Number
3-4Publication date
2011Article pages
337-372Publisher
SpringerCollections
Metadata
Show full item recordAuthor
Bartkiewicz, Katarzyna
Jakubowski, Adam
Mikosch, Thomas
Wintenberger, Olivier