Pang, Tianxiao; Zhang, Danna; Chong, Terence Tai-Leung - Volkswirtschaftliche Fakultät, … - 2013
of the normal law with zero means and possibly infinite variances. We derive the limiting distributions of the least …|<1, where c is a fixed constant, and {ε_{t},t≥1} is a sequence of i.i.d. random variables which are in the domain of attraction …
