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EXACT RATES OF CONVERGENCE TO A STABLE LAW

Published online by Cambridge University Press:  01 June 1999

L. DE HAAN  and
L. PENG
L. DE HAAN
Affiliation:
Econometric Institute, Erasmus University Rotterdam, PO Box 1738, 3000 DR Rotterdam, Netherlands
L. PENG
Affiliation:
Econometric Institute, Erasmus University Rotterdam, PO Box 1738, 3000 DR Rotterdam, Netherlands
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Abstract

Let F be a non-lattice distribution function which lies in the domain of attraction of a non-normal stable distribution. Exact uniform convergence rates are obtained for the convergence of the normalised partial sums of random variables with distribution F. Second order regular variation conditions are assumed related to the domain of attraction conditions.

Type
Notes and Papers
Information
Journal of the London Mathematical Society , Volume 59 , Issue 3 , June 1999 , pp. 1134 - 1152
Copyright
The London Mathematical Society 1999

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