A functional non-central limit theorem for multiple-stable processes with long-range dependence
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Publication:2196387
DOI10.1016/j.spa.2020.04.007zbMath1455.60050arXiv1902.00628OpenAlexW3019478538MaRDI QIDQ2196387
Takashi Owada, Yizao Wang, Shuyang Bai
Publication date: 2 September 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.00628
multiple integralheavy-tailed distributionlocal timelong-range dependenceinfinite ergodic theorystable regenerative set
Stochastic integrals (60H05) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)
Related Items (5)
Choquet random sup-measures with aggregations ⋮ Limit theorems for conservative flows on multiple stochastic integrals ⋮ Convergence of persistence diagrams for topological crackle ⋮ Representations of hermite processes using local time of intersecting stationary stable regenerative sets ⋮ Limit theorems for long-memory flows on Wiener chaos
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