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On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes - MaRDI portal

On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes

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Publication:6344930

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DOI10.1016/J.SPA.2022.06.021arXiv2007.06083WikidataQ113863834 ScholiaQ113863834MaRDI QIDQ6344930

Michael A. Kouritzin, Sounak Paul

Publication date: 12 July 2020

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32) Strong limit theorems (60F15)

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