Stable limit distributions for strongly mixing sequences

Manfred Denker; Adam Jakubowski

doi:10.1016/0167-7152(89)90030-8

Stable limit distributions for strongly mixing sequences

Manfred Denker, Adam Jakubowski

Mathematics

Research output: Contribution to journal › Article › peer-review

23 Scopus citations

Abstract

A necessary and sufficient condition for the weak convergence of partial sums of strongly mixing random sequences towards p-stable distributions is established and applied to recent work of Davis (1983) and Jakubowski and Kobus (1987).

Original language	English (US)
Pages (from-to)	477-483
Number of pages	7
Journal	Statistics and Probability Letters
Volume	8
Issue number	5
DOIs	https://doi.org/10.1016/0167-7152(89)90030-8
State	Published - Oct 1989

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/0167-7152(89)90030-8

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title = "Stable limit distributions for strongly mixing sequences",

abstract = "A necessary and sufficient condition for the weak convergence of partial sums of strongly mixing random sequences towards p-stable distributions is established and applied to recent work of Davis (1983) and Jakubowski and Kobus (1987).",

author = "Manfred Denker and Adam Jakubowski",

year = "1989",

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doi = "10.1016/0167-7152(89)90030-8",

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T1 - Stable limit distributions for strongly mixing sequences

AU - Denker, Manfred

AU - Jakubowski, Adam

PY - 1989/10

Y1 - 1989/10

N2 - A necessary and sufficient condition for the weak convergence of partial sums of strongly mixing random sequences towards p-stable distributions is established and applied to recent work of Davis (1983) and Jakubowski and Kobus (1987).

AB - A necessary and sufficient condition for the weak convergence of partial sums of strongly mixing random sequences towards p-stable distributions is established and applied to recent work of Davis (1983) and Jakubowski and Kobus (1987).

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U2 - 10.1016/0167-7152(89)90030-8

DO - 10.1016/0167-7152(89)90030-8

M3 - Article

AN - SCOPUS:38249005646

SN - 0167-7152

VL - 8

SP - 477

EP - 483

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 5

ER -

Stable limit distributions for strongly mixing sequences

Abstract

All Science Journal Classification (ASJC) codes

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