Limit theorems for linear random fields with tapered innovations. I: the Gaussian case
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Publication:2047703
DOI10.1007/S10986-021-09517-WzbMath1475.60095OpenAlexW3138565159MaRDI QIDQ2047703
Publication date: 4 August 2021
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-021-09517-w
Random fields (60G60) Stochastic processes (60G99) Functional limit theorems; invariance principles (60F17)
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Cites Work
- Some remarks on definitions of memory for stationary random processes and fields
- Aggregation of autoregressive random fields and anisotropic long-range dependence
- Erratum to: ``A note on linear processes with tapered innovations
- A note on linear processes with tapered innovations
- Limit theorems for sums of linearly generated random variables
- On Lamperti type limit theorem and scaling transition for random fields
- Scaling transition for long-range dependent Gaussian random fields
- Scaling transition for nonlinear random fields with long-range dependence
- Lamperti-Type Theorems for Random Fields
- Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not?
- The Invariance Principle for Stationary Processes
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