A Lindeberg-Feller theorem for stable laws
| Affiliation auteurs | Affiliation ok |
| Titre | A Lindeberg-Feller theorem for stable laws |
| Type de publication | Journal Article |
| Year of Publication | 2014 |
| Auteurs | Dombry C, Jung P |
| Journal | STATISTICS & PROBABILITY LETTERS |
| Volume | 84 |
| Pagination | 198-203 |
| Date Published | JAN |
| Type of Article | Article |
| ISSN | 0167-7152 |
| Mots-clés | Lindeberg-Feller theorem, Stable limit theorem, Stable process |
| Résumé | 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. |
| DOI | 10.1016/j.spl.2013.10.009 |