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math.PR2009★ 23 cited
Functional limit theorems for linear processes in the domain of attraction of stable laws
Marta Tyran-Kaminska
We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with…
math.PR2009★ 52 cited
Convergence to Lévy stable processes under some weak dependence conditions
Marta Tyran-Kaminska
For a strictly stationary sequence of random vectors in we study convergence of partial sum processes to Lévy stable process in the Skorohod space with -topolog…