Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes

DOI10.1016/j.spa.2019.01.010zbMath1427.60045arXiv1711.09623OpenAlexW2769194823MaRDI QIDQ2280023

Murad S. Taqqu, Danijel Grahovac, Nikolai N. Leonenko

Publication date: 17 December 2019

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

Full work available at URL: https://arxiv.org/abs/1711.09623

zbMATH Keywords

limit theoremsintermittencysupOU processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

Related Items (7)

INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS ⋮ Intermittency in the small-time behavior of Lévy processes ⋮ The multifaceted behavior of integrated supOU processes: the infinite variance case ⋮ Weak dependence and GMM estimation of supOU and mixed moving average processes ⋮ Intermittency and infinite variance: the case of integrated supou processes ⋮ The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise ⋮ Rough homogenisation with fractional dynamics

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