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arxiv: 0912.5512 · v2 · submitted 2009-12-30 · 🧮 math.PR

Functional limit theorems for linear processes in the domain of attraction of stable laws

classification 🧮 math.PR
keywords attractiondomainfunctionallawslimitlinearprocessesstable
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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 infinite variance and in the domain of attraction of stable laws.

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