On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes

DOI10.1016/j.spa.2022.06.021OpenAlexW4283835950WikidataQ113863834 ScholiaQ113863834MaRDI QIDQ2169070

Michael A. Kouritzin, Sounak Paul

Publication date: 29 August 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.06083

zbMATH Keywords

heavy tailslong-range dependencelimit theoremsMarcinkiewicz strong law of large numbers

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32) Strong limit theorems (60F15)

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