Functional limit theorems for linear processes in the domain of attraction of stable laws
Probability
2010-05-20 v2
Abstract
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.
Keywords
Cite
@article{arxiv.0912.5512,
title = {Functional limit theorems for linear processes in the domain of attraction of stable laws},
author = {Marta Tyran-Kaminska},
journal= {arXiv preprint arXiv:0912.5512},
year = {2010}
}
Comments
8 pages. Main result revised