Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1144848 | Journal of the Korean Statistical Society | 2012 | 11 Pages |
Abstract
Let {Xn,n≥1}{Xn,n≥1} be a stationary sequence of random variables with heavy tails. In this paper, we study the logarithmic asymptotic behaviors for the distributions of the partial sums Sn=∑i=1nXi under the assumption that {Xn,n≥1}{Xn,n≥1} is a sequence of dependent random variables. Our main interest is in the crude estimates P(|Sn|>nx)≈n−αx+1P(|Sn|>nx)≈n−αx+1 for appropriate values xx where αα is a specific parameter. Some results in this paper extend the works of Hu and Nyrhinen (2004).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yu Miao, Tianyu Xue, Ke Wang, Fangfang Zhao,