Stable limits for associated regularly varying sequences
Lithuanian Mathematical Journal(2019)
Abstract
For a stationary sequence that is regularly varying and associated, we give conditions guaranteeing that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a stable non-Gaussian limit. The obtained limit theorem admits a natural extension to the functional convergence in Skorokhod’s M 1 topology.
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Key words
stable laws,association,regular variation,limit theorems
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