The Levy sections theorem revisited

DOI10.1088/1751-8113/40/22/002zbMath1114.91090OpenAlexW2101605234MaRDI QIDQ5291864

Raul Matsushita, Sergio Da Silva, Iram M. Gléria, Annibal Figueiredo

Publication date: 19 June 2007

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5fcca131b429ee25c54c42fdf8e24e445ec7fad9

zbMATH Keywords

time seriescomplex systemsdollar exchange ratesgeneralization of the central limit theoremmodelling of fat tailsvolatility patterns

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Statistical methods; economic indices and measures (91B82) Dynamical systems in optimization and economics (37N40)

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