Renormalization group of and convergence to the LISDLG process
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Publication:4671817
DOI10.1051/ps:2004006zbMath1154.60322MaRDI QIDQ4671817
Publication date: 26 April 2005
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=PS_2004__8__102_0
renormalization group; functional limit theorem; regularly varying function; dilative stability; LISDLG process
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
60F17: Functional limit theorems; invariance principles
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