?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fmpra.ub.uni-muenchen.de%2F1984%2F&rft.title=Characteristic+function+approach+to+the+sum+of+stochastic+variables&rft.creator=Figueiredo%2C+Annibal&rft.creator=Gleria%2C+Iram&rft.creator=Matsushita%2C+Raul&rft.creator=Da+Silva%2C+Sergio&rft.subject=C1+-+Econometric+and+Statistical+Methods+and+Methodology%3A+General&rft.description=This+paper+puts+forward+a+technique+based+on+the+characteristic+function+to+tackle+the+problem+of+the+sum+of+stochastic+variables.++We+consider+independent+processes+whose+reduced+variables+are+identically+distributed%2C+including+those+that+violate+the+conditions+for+the+central+limit+theorem+to+hold.++We+also+consider+processes+that+are+correlated+and+analyze+the+role+of+nonlinear+autocorrelations+in+their+convergence+to+a+Gaussian.++We+demonstrate+that+nonidentity+in+independent+processes+is+related+to+autocorrelations+in+nonindependent+processes.++We+exemplify+our+approach+with+data+from+foreign+exchange+rates.&rft.date=2006&rft.type=MPRA+Paper&rft.type=NonPeerReviewed&rft.format=application%2Fpdf&rft.language=en&rft.identifier=https%3A%2F%2Fmpra.ub.uni-muenchen.de%2F1984%2F1%2FMPRA_paper_1984.pdf&rft.identifier=++Figueiredo%2C+Annibal+and+Gleria%2C+Iram+and+Matsushita%2C+Raul+and+Da+Silva%2C+Sergio++(2006)%3A+Characteristic+function+approach+to+the+sum+of+stochastic+variables.++++&rft.language=en