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.

MoreLess

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

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

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

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