Limit theorems for linear random fields with tapered innovations. II: The stable case

DOI10.1007/s10986-021-09526-9zbMath1490.60130OpenAlexW3175129095WikidataQ113900786 ScholiaQ113900786MaRDI QIDQ2058438

Julius Damarackas, Vygantas Paulauskas

Publication date: 9 December 2021

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-021-09526-9

zbMATH Keywords

limit theoremsrandom linear fieldstapered distributions

Mathematics Subject Classification ID

Random fields (60G60) Stochastic processes (60G99) Functional limit theorems; invariance principles (60F17)

Cites Work

• A note on the normalizing sequences for sums of linear processes in the case of negative memory
• 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
• Invariance principles for tempered fractionally integrated processes
• On Lamperti type limit theorem and scaling transition for random fields
• Limit theorems for linear random fields with tapered innovations. I: the Gaussian case
• Scaling transition for long-range dependent Gaussian random fields
• Scaling transition for nonlinear random fields with long-range dependence
• Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not?
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Limit theorems for linear random fields with tapered innovations. II: The stable case