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Volumn 31, Issue 2, 2008, Pages 259-271

Limit theorems for weighted sums of infinite variance random variables attracted to integrals of linear fractional stable motions

Author keywords

Integral with respect to linear fractional stable motion; Linear fractional stable motion; Slowly varying function; Weighted sum

Indexed keywords


EID: 77955730556     PISSN: 03873870     EISSN: None     Source Type: Journal    
DOI: 10.3836/tjm/1233844051     Document Type: Article
Times cited : (1)

References (7)
  • 1
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    • Weak convergence of moving averages with infinite variance
    • EBERLEIN, E. and TAQQU, M. S, Birkauser, Boston
    • AVRAM, F. and TAQQU, M. S., Weak convergence of moving averages with infinite variance, in EBERLEIN, E. and TAQQU, M. S. (eds.), Dependence in Probability and Statistics, Birkauser, Boston, 399–415 (1986).
    • (1986) Dependence in Probability and Statistics , pp. 399-415
    • Avram, F.1    Taqqu, M.S.2
  • 3
    • 85035295879 scopus 로고    scopus 로고
    • A limit theorem for weighted sums of infinite variance random variables with long-range dependence, KSTS/RR-03/005
    • IRISAWA, M., MAEJIMA, M. and SHIMOMURA, S., A limit theorem for weighted sums of infinite variance random variables with long-range dependence, KSTS/RR-03/005, Dept. of Math., Keio Univ., 2003.
    • (2003) Dept. Of Math., Keio Univ
    • Irisawa, M.1    Maejima, M.2    Shimomura, S.3
  • 4
    • 0041571279 scopus 로고
    • Weighted sums of I.I.D. Random variables attracted to integrals of stable processes
    • KASAHARA, Y. and MAEJIMA, M., Weighted sums of i.i.d. random variables attracted to integrals of stable processes, Probab. Th. Rel. Fields 78, 75–96 (1988).
    • (1988) Probab. Th. Rel. Fields , vol.78 , pp. 75-96
    • Kasahara, Y.1    Maejima, M.2
  • 5
    • 0041042279 scopus 로고
    • A self-similar process with nowhere bounded sample paths
    • MAEJIMA, M., A self-similar process with nowhere bounded sample paths, Z. Wahrscheinlichkeitstheorie verw. Gebiete 65, 115–119 (1983).
    • (1983) Z. Wahrscheinlichkeitstheorie Verw. Gebiete , vol.65 , pp. 115-119
    • Maejima, M.1
  • 6
    • 0347935844 scopus 로고    scopus 로고
    • Convergence of weighted sums of random variables with long-range dependence
    • PIPIRAS, V. and TAQQU, M. S., Convergence of weighted sums of random variables with long-range dependence, Stoch. Proc. Appl. 90, 157–174 (2000).
    • (2000) Stoch. Proc. Appl , vol.90 , pp. 157-174
    • Pipiras, V.1    Taqqu, M.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.