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Convergence of moments for strictly stationary sequences

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  • Szewczak, Zbigniew S.

Abstract

For a class of strictly stationary sequences, we prove the convergence of moments.

Suggested Citation

  • Szewczak, Zbigniew S., 2016. "Convergence of moments for strictly stationary sequences," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 200-203.
    • Handle: RePEc:eee:stapro:v:119:y:2016:i:c:p:200-203
    DOI: 10.1016/j.spl.2016.08.003
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    References listed on IDEAS

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    1. Jakubowski, Adam, 1993. "Minimal conditions in p-stable limit theorems," Stochastic Processes and their Applications, Elsevier, vol. 44(2), pages 291-327, February.
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