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A Lindeberg–Feller theorem for stable laws
- Source :
- Statistics & Probability Letters. 84:198-203
- Publication Year :
- 2014
- Publisher :
- Elsevier BV, 2014.
-
Abstract
- We prove a stable version of the Lindeberg–Feller theorem and apply this result to an approximation of stable processes that are represented by stochastic integrals.
- Subjects :
- Statistics and Probability
Statistics::Theory
Pure mathematics
Fundamental theorem
Mathematical analysis
Fixed-point theorem
Stable manifold theorem
Squeeze theorem
Danskin's theorem
Statistics, Probability and Uncertainty
Brouwer fixed-point theorem
Carlson's theorem
Mean value theorem
Mathematics
Subjects
Details
- ISSN :
- 01677152
- Volume :
- 84
- Database :
- OpenAIRE
- Journal :
- Statistics & Probability Letters
- Accession number :
- edsair.doi...........0a8e2c4a6bc847da8e6ba0cd80973f2b
- Full Text :
- https://doi.org/10.1016/j.spl.2013.10.009