A Lindeberg-Feller theorem for stable laws

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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. (C) 2013 Elsevier B.V. All rights reserved
Publisher
ELSEVIER SCIENCE BV
Issue Date
2014-01
Language
English
Article Type
Article
Citation

STATISTICS & PROBABILITY LETTERS, v.84, pp.198 - 203

ISSN
0167-7152
DOI
10.1016/j.spl.2013.10.009
URI
http://hdl.handle.net/10203/213193
Appears in Collection
MA-Journal Papers(저널논문)
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