Limit theorems for sums of linearly generated random variables

From MaRDI portal
Publication:791957

DOI10.1007/BF00966355zbMath0536.60005MaRDI QIDQ791957

Arvydas Astrauskas

Publication date: 1984

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)




Related Items

Invariance principles for tempered fractionally integrated processes, Convergence of functionals of sums of r.v.s to local times of fractional stable motions., Asymptotics of empirical processes of long memory moving averages with infinite variance., Functional convergence of linear processes with heavy-tailed innovations, Spectral covariance and limit theorems for random fields with infinite variance, Weighted sums of i.i.d. random variables attracted to integrals of stable processes, Aggregation of random-coefficient AR(1) process with infinite variance and common innovations, CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS", Maxima of linear processes with heavy‐tailed innovations and random coefficients, Some remarks on definitions of memory for stationary random processes and fields, Regular Variation of Infinite Series of Processes with Random Coefficients, A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations, Limit theorems for functionals of long memory linear processes with infinite variance, On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model, Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations, A limit theorem for moving averages in the \(\alpha\)-stable domain of attraction, Joint functional convergence of partial sums and maxima for linear processes, Asymptotic independence of distant partial sums of linear processes, A note on the normalizing sequences for sums of linear processes in the case of negative memory, Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations, Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory, Stable random fields, point processes and large deviations, On functional limits of short- and long-memory linear processes with GARCH(1,1) noises, Limit theorems for linear random fields with tapered innovations. I: the Gaussian case, Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations, Two classes of self-similar stable processes with stationary increments, Correlated continuous time random walks, Anisotropic scaling limits of long-range dependent random fields, Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation, Limit theorems for linear random fields with tapered innovations. II: The stable case, A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations, A note on linear processes with tapered innovations, SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM, Generalized continuous time random walks and Hermite processes, The asymptotic dependence structure of the linear fractional Lévy motion, A uniform law for convergence to the local times of linear fractional stable motions



Cites Work