Stable Convergence and Stable Limit Theorems

By Eric Häusler, Harald Luschgy. 2015

100 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/d19c4092ec95da377ab429d7fb728fe876c98035

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In Finance

1. Sainan Jin
2. Ke Miao
3. Liangjun Su
4. Halbert White
5. Tzee-Ming Huang
6. Xun Lu
7. Sessi Tokpavi
8. B. Candelon

Citations in the corpus

• On factor models with random missing: EM estimation, inference, and cross validation (2020, methodology): “We refer the reader directly to the Häusler and Luschgy (2015) for stable convergence in general and the stable martingale central limit theorem in particular.”