Stable limits for associated regularly varying sequences
Probability
2019-10-29 v1
Abstract
For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a stable, non-Gaussian limit. The obtained limit theorem admits a natural extension to the functional convergence in Skorokhod's topology.
Cite
@article{arxiv.1910.12255,
title = {Stable limits for associated regularly varying sequences},
author = {Adam Jakubowski},
journal= {arXiv preprint arXiv:1910.12255},
year = {2019}
}
Comments
Dedicated to Professor Vygantas Paulauskas