Convergence to Lévy stable processes under some weak dependence conditions

For a strictly stationary sequence of random vectors in $\mathbb{R}^d$ we study convergence of partial sum processes to Lévy stable process in the Skorohod space with $J_1$-topology. We identify necessary and sufficient conditions for such convergence and provide sufficient conditions when the stationary sequence is strongly mixing.

No reviews yet.

No comments yet.