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Limit theorems for linear random fields with innovations in the domain of attraction of a stable law

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  • Peligrad, Magda
  • Sang, Hailin
  • Xiao, Yimin
  • Yang, Guangyu

Abstract

In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law with index 0<α≤2 under the condition that the innovations are centered if 1<α≤2 and are symmetric if α=1. We establish these two types of limit theorems as long as the linear random fields are well-defined, the coefficients are either absolutely summable or not absolutely summable.

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  • Peligrad, Magda & Sang, Hailin & Xiao, Yimin & Yang, Guangyu, 2022. "Limit theorems for linear random fields with innovations in the domain of attraction of a stable law," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 596-621.
    • Handle: RePEc:eee:spapps:v:150:y:2022:i:c:p:596-621
    DOI: 10.1016/j.spa.2022.05.003
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    References listed on IDEAS

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    Cited by:

    1. Peligrad, Magda & Sang, Hailin & Zhang, Na, 2024. "On the local limit theorems for linear sequences of lower psi-mixing Markov chains," Statistics & Probability Letters, Elsevier, vol. 210(C).

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