Convergence to Lévy Stable Processes under Strong Mixing Conditions
نویسنده
چکیده
For a strictly stationary sequence of random vectors in R we study convergence of partial sums processes to Lévy stable process in the Skorohod space with J1-topology. We identify necessary and sufficient conditions for such convergence and provide sufficient conditions when the stationary sequence is strongly mixing.
منابع مشابه
Convergence to Lévy stable processes under some weak dependence conditions
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تاریخ انتشار 2009