Limit theorems for trawl processes

DOI10.1214/21-EJP652zbMath1477.60057arXiv2009.10698OpenAlexW3198952017MaRDI QIDQ2243917

Almut E. D. Veraart, Orimar Sauri, Mikko S. Pakkanen, Riccardo Passeggeri

Publication date: 11 November 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.10698

zbMATH Keywords

functional limit theorempartial summoving averagestable convergencetrawl process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Brownian motion (60J65) Random measures (60G57) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Inference and forecasting for continuous-time integer-valued trawl processes

Cites Work

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