A characterization of m-dependent stationary infinitely divisible sequences with applications to weak convergence
نویسندگان
چکیده
m-dependent stationary infinitely divisible sequences are characterized as a certain generalized finite moving average sequence or equivalently via the structure of their Lévy measure. This characterization is used to find necessary and sufficient conditions for the weak convergence of centered and normalized partial sums of m-dependent stationary infinitely divisible sequences. Partial sum convergence for stationary infinitely divisible sequences that can be approximated by m-dependent ones is then studied. AMS 2000 subject classifications. 60F05, 60E07, 60G10.
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تاریخ انتشار 2001