Pages that link to "Item:Q791957"
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The following pages link to Limit theorems for sums of linearly generated random variables (Q791957):
Displayed 35 items.
- A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
- Functional convergence of linear processes with heavy-tailed innovations (Q300283) (← links)
- Some remarks on definitions of memory for stationary random processes and fields (Q327184) (← links)
- A note on the normalizing sequences for sums of linear processes in the case of negative memory (Q683359) (← links)
- Two classes of self-similar stable processes with stationary increments (Q750004) (← links)
- A note on linear processes with tapered innovations (Q779839) (← links)
- Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911) (← links)
- Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory (Q996717) (← links)
- Correlated continuous time random walks (Q1017816) (← links)
- Weighted sums of i.i.d. random variables attracted to integrals of stable processes (Q1092510) (← links)
- The asymptotic dependence structure of the linear fractional Lévy motion (Q1316932) (← links)
- Invariance principles for tempered fractionally integrated processes (Q1615896) (← links)
- Joint functional convergence of partial sums and maxima for linear processes (Q1728121) (← links)
- Convergence of functionals of sums of r.v.s to local times of fractional stable motions. (Q1878981) (← links)
- Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)
- Limit theorems for linear random fields with tapered innovations. I: the Gaussian case (Q2047703) (← links)
- Limit theorems for linear random fields with tapered innovations. II: The stable case (Q2058438) (← links)
- A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations (Q2077454) (← links)
- Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
- Generalized continuous time random walks and Hermite processes (Q2344866) (← links)
- Spectral covariance and limit theorems for random fields with infinite variance (Q2374405) (← links)
- A limit theorem for moving averages in the \(\alpha\)-stable domain of attraction (Q2434756) (← links)
- Asymptotic independence of distant partial sums of linear processes (Q2466763) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
- Regular Variation of Infinite Series of Processes with Random Coefficients (Q3191887) (← links)
- Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (Q3578042) (← links)
- CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS" (Q4810240) (← links)
- Maxima of linear processes with heavy‐tailed innovations and random coefficients (Q5063324) (← links)
- On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model (Q5111848) (← links)
- Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation (Q5221500) (← links)
- Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)
- SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM (Q5719311) (← links)
- Stable random fields, point processes and large deviations (Q5962609) (← links)
- A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations (Q6054051) (← links)