Limiting behavior of weighted sums with stable distributions

We present an integral test to determine the limiting behavior of weighted sums of independent, symmetric random variables with stable distributions, and deduce Chover-type laws of the iterated logarithm for them.

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Year of publication:	2002
Authors:	Pingyan, Chen
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 60.2002, 4, p. 367-375
Publisher:	Elsevier
Keywords:	Stable distribution Laws of the iterated logarithm Weighted sum Integral test

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

Persistent link: https://www.econbiz.de/10005223902