Tightness and Convergence of Trimmed Lévy Processes to Normality at Small Times
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DOI: 10.1007/s10959-015-0658-0
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References listed on IDEAS
- Berkes, István & Horváth, Lajos, 2012. "The central limit theorem for sums of trimmed variables with heavy tails," Stochastic Processes and their Applications, Elsevier, vol. 122(2), pages 449-465.
- R. A. Doney & R. A. Maller, 2002. "Stability and Attraction to Normality for Lévy Processes at Zero and at Infinity," Journal of Theoretical Probability, Springer, vol. 15(3), pages 751-792, July.
- Fan, Yuguang, 2015. "Convergence of trimmed Lévy processes to trimmed stable random variables at 0," Stochastic Processes and their Applications, Elsevier, vol. 125(10), pages 3691-3724.
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Keywords
Trimmed Lévy processes; Domain of normal attraction; Small time convergence; Tightness; Extreme jumps of Lévy processes;All these keywords.
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