Geodesic
A multidimensional stable limit theorem
Filomat, Tome 37 (2023) no. 11, p. 3493

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

DOI

We establish multidimensional analogues of one-dimensional stable limit theorems due to Häusler 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.
DOI : 10.2298/FIL2311493B
Classification : 60F05, 60B10
Keywords: Stable convergence, Mixing convergence, Stable limit theorem, Multidimensional normal distribution, Multidimen- sional Cauchy distribution, Multidimensional stable distribution 
Mátyás Barczy; Gyula Pap. A multidimensional stable limit theorem. Filomat, Tome 37 (2023) no. 11, p. 3493 . doi: 10.2298/FIL2311493B
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     title = {A multidimensional stable limit theorem},
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     year = {2023},
     volume = {37},
     number = {11},
     doi = {10.2298/FIL2311493B},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2311493B/}
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