Stable limits of sums of bounded functions of long memory moving averages with finite variance
type: Item
instance of: scholarly article
title: Stable limits of sums of bounded functions of long memory moving averages with finite variance
zbMATH Open document ID: 1076.62017
author: Donatas Surgailis
published in: Bernoulli
publication date: 2005-03-30T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 2149078
zbMATH Keywords: Appell rank
zbMATH Keywords: fractional derivative
zbMATH Keywords: Hermite process
zbMATH Keywords: long memory
zbMATH Keywords: moving-average process
zbMATH Keywords: partial sums process
zbMATH Keywords: stable Lévy process
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3150/bj/1082380222
OpenAlex ID: W2055360970
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DOI: 10.3150/BJ/1082380222
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description: scientific article; zbMATH DE number 2149078