ON MULTIDIMENSIONAL DOMAINS OF ATTRACTION FOR STATIONARY-SEQUENCES

被引：5
|
作者：
JAKUBOWSKI, A
机构：
来源：
STATISTICS & PROBABILITY LETTERS | 1994年 / 19卷 / 04期
关键词：
DOMAIN OF ATTRACTION; STABLE LAWS; M-DEPENDENCE;
D O I：
10.1016/0167-7152(94)90184-8
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The following question is examined: Suppose one-dimensional marginals of a strictly stationary sequence belong to the domain of attraction of a stable law. Do all finite-dimensional marginals possess this property as well? A negative answer is given within the class of one-dependent sequences.
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页码：321 / 326
页数：6
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