Asymptotics for irregularly observed long memory processes

DOI10.1016/J.SPA.2025.104631MaRDI QIDQ6987919zbMATH OpenFDO

Authors M. Ould Haye, Anne Philippe

Publication date 6 May 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104631

zbMATH Keywords

irregular time seriesLévy stable motionnormal variance mixturerenewal processstationary long memory process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Renewal theory (60K05)

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