On limit theory for Lévy semi-stationary processes
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Publication:1708996
DOI10.3150/17-BEJ956zbMath1435.60035arXiv1604.02307MaRDI QIDQ1708996
Mark Podolskij, Andreas Basse-O'Connor, Claudio Heinrich
Publication date: 27 March 2018
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.02307
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05)
Related Items (7)
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields ⋮ Estimation of the multifractional function and the stability index of linear multifractional stable processes ⋮ On the estimation of the jump activity index in the case of random observation times ⋮ Estimation of mixed fractional stable processes using high-frequency data ⋮ Pathwise Decompositions of Brownian Semistationary Processes ⋮ On limit theory for functionals of stationary increments Lévy driven moving averages ⋮ Power variations for fractional type infinitely divisible random fields
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