The strong mixing and the selfdecomposability properties

It is proved that infinitesimal triangular arrays obtained from normalized partial sums of strongly mixing (but not necessarily stationary) random sequences can produce as limits only selfdecomposable distributions.

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Year of publication:	2014
Authors:	Bradley, Richard C. ; Jurek, Zbigniew J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 84.2014, C, p. 67-71
Publisher:	Elsevier
Subject:	Strongly mixing sequence \| Infinitesimal triangular array \| Selfdecomposable distribution \| Banach space

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

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