Limit theorems for multifractal products of geometric stationary processes

DOI10.3150/15-BEJ738zbMath1343.60030arXiv1110.2428OpenAlexW1633630589MaRDI QIDQ726752

Nikolai N. Leonenko, Denis Denisov

Publication date: 14 July 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.2428

zbMATH Keywords

Lévy processeslong-range dependencelimit theoremsstationary processesshort-range dependencesuperpositionsmultifractal productsgeometric Gaussian processesgeometric Ornstein-Uhlenbeck processesRényi function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) (L^p)-limit theorems (60F25)

Related Items (2)

Limit theorems for multifractal products of geometric stationary processes ⋮ BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES

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