Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (Q270200): Difference between revisions

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scientific article

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English	Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows	scientific article

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instance of

scholarly article

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title

Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (English)

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author

Takashi Owada

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published in

Journal of Theoretical Probability

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publication date

7 April 2016

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full work available at URL

https://arxiv.org/abs/1302.0058

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zbMATH Keywords

infinitely divisible processes

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stationarity

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heavy tails

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conservative flow

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limit theorems

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sample autocovariance

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pointwise dual ergodicity

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Darling-Kac theorem

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MaRDI profile type

Publication

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cites work

The asymptotic distributional behaviour of transformations preserving infinite measures

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Q4342005

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Limit theorems for occupation times of Markov processes

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Q4726487

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Time series: theory and methods

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The sample autocorrelations of heavy-tailed processes with applications to ARCH

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Limit theory for the sample covariance and correlation functions of moving averages

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Limit theory for bilinear processes with heavy-tailed noise

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Ergodic Theory of Markov Chains Admitting an Infinite Invariant Measure

0 references

Foundations of Modern Probability

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LIMIT LAWS FOR DISTORTED CRITICAL RETURN TIME PROCESSES IN INFINITE ERGODIC THEORY

0 references

Ergodic theorems. With a supplement by Antoine Brunel

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Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows

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On Interchanging Limits and Integrals

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Spectral representations of infinitely divisible processes

0 references

Q3771297

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How misleading can sample ACFs of stable MAs be? (Very!)

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Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains

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Sample correlation behavior for the heavy tailed general bilinear process

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On series representations of infinitely divisible random vectors

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Distributions of subadditive functionals of sample paths of infinitely divisible processes

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Simple conditions for mixing of infinitely divisible processes

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Ergodic properties of Poissonian ID processes

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Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.

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Null flows, positive flows and the structure of stationary symmetric stable processes

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An asymptotic evaluation of the tail of a multiple symmetric \(\alpha\)- stable integral

0 references

Q4301585

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The asymptotics of the Perron-Frobenius operator of a class of interval maps preserving infinite measures

0 references

Distributional limit theorems in infinite ergodic theory

0 references

Ergodic properties of infinite measure-preserving interval maps with indifferent fixed points

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S-unimodal Misiurewicz maps with flat critical points

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Infinite measure preserving transformations with compact first regeneration

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Identifiers

zbMATH Open document ID

1336.60047

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DOI

10.1007/s10959-014-0565-9

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:270200

@@ Property / cites work @@
+The asymptotic distributional behaviour of transformations preserving infinite measures
+Normal rank
@@ Property / cites work @@
+Q4342005
@@ Property / cites work: Q4342005 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for occupation times of Markov processes
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods
@@ Property / cites work: Time series: theory and methods / rank @@
+Normal rank
@@ Property / cites work @@
+The sample autocorrelations of heavy-tailed processes with applications to ARCH
+Normal rank
@@ Property / cites work @@
+Limit theory for the sample covariance and correlation functions of moving averages
+Normal rank
@@ Property / cites work @@
+Limit theory for bilinear processes with heavy-tailed noise
+Normal rank
@@ Property / cites work @@
+Ergodic Theory of Markov Chains Admitting an Infinite Invariant Measure
+Normal rank
@@ Property / cites work @@
+Foundations of Modern Probability
@@ Property / cites work: Foundations of Modern Probability / rank @@
+Normal rank
@@ Property / cites work @@
+LIMIT LAWS FOR DISTORTED CRITICAL RETURN TIME PROCESSES IN INFINITE ERGODIC THEORY
+Normal rank
@@ Property / cites work @@
+Ergodic theorems. With a supplement by Antoine Brunel
+Normal rank
@@ Property / cites work @@
+Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
+Normal rank
@@ Property / cites work @@
+On Interchanging Limits and Integrals
@@ Property / cites work: On Interchanging Limits and Integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral representations of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+How misleading can sample ACFs of stable MAs be? (Very!)
+Normal rank
@@ Property / cites work @@
+Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains
+Normal rank
@@ Property / cites work @@
+Sample correlation behavior for the heavy tailed general bilinear process
+Normal rank
@@ Property / cites work @@
+On series representations of infinitely divisible random vectors
+Normal rank
@@ Property / cites work @@
+Distributions of subadditive functionals of sample paths of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Simple conditions for mixing of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Ergodic properties of Poissonian ID processes
@@ Property / cites work: Ergodic properties of Poissonian ID processes / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
+Normal rank
@@ Property / cites work @@
+Null flows, positive flows and the structure of stationary symmetric stable processes
+Normal rank
@@ Property / cites work @@
+An asymptotic evaluation of the tail of a multiple symmetric \(\alpha\)- stable integral
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotics of the Perron-Frobenius operator of a class of interval maps preserving infinite measures
+Normal rank
@@ Property / cites work @@
+Distributional limit theorems in infinite ergodic theory
+Normal rank
@@ Property / cites work @@
+Ergodic properties of infinite measure-preserving interval maps with indifferent fixed points
+Normal rank
@@ Property / cites work @@
+S-unimodal Misiurewicz maps with flat critical points
+Normal rank
@@ Property / cites work @@
+Infinite measure preserving transformations with compact first regeneration
+Normal rank