A multidimensional stable limit theorem
We establish multidimensional analogues of one-dimensional stable limit theorems due to Hausler and Luschgy (2015) for so called explosive processes. As special cases we present multidimensional stable limit theorems involving multidimensional normal-, Cauchy- and stable distributions as well.
Elmentve itt :
| Szerzők: | |
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| Dokumentumtípus: | Cikk |
| Megjelent: |
2023
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| Sorozat: | FILOMAT
37 No. 11 |
| Tárgyszavak: | |
| doi: | 10.2298/FIL2311493B |
| mtmt: | 34448124 |
| Online Access: | http://publicatio.bibl.u-szeged.hu/38046 |