[alpha]-Stable limit theorems for sums of dependent random vectors

Several [alpha]-stable limit theorems for sums of dependent random vectors are proved via point processes theory; p-mixing, m-dependence, and the type of mixing treated within the extreme value theory are considered.

MoreLess

Year of publication:	1989
Authors:	Jakubowski, Adam ; Kobus, Maria
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 29.1989, 2, p. 219-251
Publisher:	Elsevier
Keywords:	limit theorems for sums generalized Poisson distribution [alpha]-stable distributions stationary sequences mixing m-dependence point processes extreme value theory

More details

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

Persistent link: https://www.econbiz.de/10005221467