Long range dependence of heavy-tailed random functions

DOI10.1017/jpr.2020.107zbMath1477.60061arXiv1706.00742MaRDI QIDQ5152512

Rafał Kulik, Evgueni Spodarev

Publication date: 24 September 2021

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.00742

zbMATH Keywords

time series; random field; level set; limit theorem; mixing; long memory; infinite variance; random process; heavy tail; short range dependence; stochastic volatility process; subordinated Gaussian process

Mathematics Subject Classification ID

60G60: Random fields

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

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