Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises
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Publication:5119414
DOI10.1287/stsy.2019.0051zbMath1450.60029OpenAlexW3034130098MaRDI QIDQ5119414
Publication date: 4 September 2020
Published in: Stochastic Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/stsy.2019.0051
functional central limit theorem\(\rho\)-mixingfunctional weak law of large numbersshot noise processesGaussian process limitnew existence criterion in the space \(\mathbb{D}\)Ottaviani-type inequalityset function with superadditivity propertyweakly dependent shot noises
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)
Related Items (3)
Functional limit theorem without centering for general shot-noise processes ⋮ Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime ⋮ Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime
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