On the convergence of LePage series in Skorokhod space

We consider the problem of the convergence of the so-called LePage series in the Skorokhod space Dd=D([0,1],Rd) and provide a simple criterion based on the moments of the increments of the random process involved in the series. This provides a simple sufficient condition for the existence of an α-stable distribution on Dd with given spectral measure.

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Year of publication:	2012
Authors:	Davydov, Youri ; Dombry, Clément
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 1, p. 145-150
Publisher:	Elsevier
Subject:	Stable distribution \| LePage series \| Skorokhod space

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

Persistent link: https://www.econbiz.de/10011039843