Convergence to Lévy stable processes under some weak dependence conditions
نویسنده
چکیده
For a strictly stationary sequence of random vectors in R we study convergence of partial sums processes to a 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.
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تاریخ انتشار 2010