Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153238 | Statistics & Probability Letters | 2010 | 7 Pages |
Abstract
We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable laws.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Marta Tyran-KamiÅska,