Limit theorems for functionals of long memory linear processes with infinite variance
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Publication:6145598
DOI10.1016/j.spa.2023.104237zbMath1530.60025arXiv2304.02528OpenAlexW4387642940MaRDI QIDQ6145598
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Publication date: 9 January 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2304.02528
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Characteristic functions; other transforms (60E10) Special processes (60K99) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)
Cites Work
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- Kernel Entropy Estimation for Linear Processes
- Real Analysis and Probability
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- Heavy-Tail Phenomena
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