A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations
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Publication:2077454
DOI10.1214/21-BJPS520zbMath1490.60071arXiv2008.01592OpenAlexW4220751304WikidataQ113751971 ScholiaQ113751971MaRDI QIDQ2077454
Publication date: 21 February 2022
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.01592
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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