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α-Stable limit theorems for sums of dependent random vectors · Study

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Articleα-Stable limit theorems for sums of dependent random vectors

Adam Jakubowski1989

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Articlebronze1989

α-Stable limit theorems for sums of dependent random vectors

Adam Jakubowski · Maria Kobus

36 citations·0/0 files stored·Journal of Multivariate Analysis

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Probability and Risk Models Probability and Statistical Research Point processes and geometric inequalities

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References

1985Limit Theory for Moving Averages of Random Variables with Regularly Varying Tail Probabilities 1974On extreme values in stationary sequences 1983Stable Limits for Partial Sums of Dependent Random Variables 1986Extreme values of non-stationary random sequences

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2015A large deviations approach to limit theory for heavy-tailed time series

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Year1989

Typearticle

Published1989-05-01

VenueJournal of Multivariate Analysis

ISSN-L0047-259X

Languageen

Citations36

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/0047-259x(89)90025-0

openalex_workW2010663882

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