A bivariate local limit theorem

Multivariate local limit theorems are established for sums of random variables which are in the domain of attraction of a bivariate stable law, when the concept of stability allows different scaling constants in the different components. The results cover the lattice, non-lattice, and jointly lattice and non-lattice cases.

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Year of publication:	1991
Authors:	Doney, R. A.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 36.1991, 1, p. 95-102
Publisher:	Elsevier
Keywords:	bivariate stable distributions local limit theorem bivariate characteristic function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153239