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)

zbMATH Keywords

renewal processirregular time seriesLévy stable motionnormal variance mixturestationary long memory process

Mathematics Subject Classification ID

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

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