Stable Limits for Partial Sums of Dependent Random Variables
Stable Limits for Partial Sums of Dependent Random Variables
Let $\{X_n\}$ be a stationary sequence of random variables whose marginal distribution $F$ belongs to a stable domain of attraction with index $\alpha, 0 < \alpha < 2$. Under the mixing and dependence conditions commonly used in extreme value theory for stationary sequences, nonnormal stable limits are established for the …